+92.8%
DKNG vs MTSI
+1,098.7%
-1,005.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.6% | +4.4% | +0.6% |
| 7D | +2.1% | +10.0% | -7.9% | -1.5% |
| 30D | -0.1% | -20.3% | +20.3% | +4.4% |
| 3M | -25.7% | -24.4% | -1.3% | -22.6% |
| 6M | -24.5% | -39.2% | +14.6% | -17.9% |
| YTD | -45.2% | +35.5% | -80.7% | -60.2% |
| 1Y | -36.4% | +43.0% | -79.4% | -55.2% |
| 3Y | -46.9% | +196.3% | -243.2% | -75.8% |
| 5Y | -53.4% | +210.0% | -263.4% | -80.0% |
| All | +92.8% | +1,098.7% | -1,005.9% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling