-62.8%
DKNG vs MTSI
+359.4%
-422.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.1% | -5.0% | -2.6% |
| 7D | -2.3% | +11.1% | -13.4% | -6.6% |
| 30D | -2.5% | -3.7% | +1.2% | -1.9% |
| 3M | -14.2% | -20.2% | +6.0% | -9.1% |
| 6M | -6.0% | +30.8% | -36.8% | -26.4% |
| YTD | -31.3% | +67.0% | -98.4% | -55.0% |
| 1Y | -48.5% | +120.4% | -168.9% | -72.3% |
| 3Y | -25.7% | +260.4% | -286.1% | -75.8% |
| 5Y | -62.8% | +356.3% | -419.1% | -90.8% |
| All | -62.8% | +359.4% | -422.2% | -90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling