+324.3%
DOCN vs MTSI
+224.7%
+99.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.5% | -0.7% | +0.9% |
| 7D | +1.1% | +1.4% | -0.3% | +0.4% |
| 30D | -9.6% | +2.1% | -11.7% | -11.5% |
| 3M | -37.7% | -29.7% | -8.0% | -25.3% |
| 6M | +115.2% | +12.5% | +102.7% | +92.3% |
| YTD | +133.7% | +57.0% | +76.7% | +69.9% |
| 1Y | +250.2% | +103.9% | +146.2% | +115.2% |
| All | +324.3% | +224.7% | +99.6% | +61.5% |
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