-44.8%
DKNG vs MTSI
+226.9%
-271.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.3% | -8.9% | +0.1% |
| 7D | -15.0% | +7.2% | -22.2% | -16.1% |
| 30D | -0.1% | -18.4% | +18.3% | +2.9% |
| 3M | -22.5% | -16.7% | -5.8% | -21.2% |
| 6M | -19.9% | -31.7% | +11.8% | -16.6% |
| YTD | -43.0% | +45.9% | -88.9% | -55.5% |
| 1Y | -35.6% | +47.0% | -82.6% | -50.0% |
| All | -44.8% | +226.9% | -271.7% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling