-48.1%
DOCS vs MTSI
+31.6%
-79.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -18.4% | +14.1% | -6.4% |
| 7D | -1.3% | -24.6% | +23.3% | -4.6% |
| 30D | +19.4% | -45.7% | +65.1% | +10.1% |
| 3M | +53.4% | -27.7% | +81.1% | +49.5% |
| 6M | +28.8% | -37.3% | +66.1% | +21.0% |
| YTD | -25.1% | +11.1% | -36.2% | -27.9% |
| 1Y | -48.1% | +27.2% | -75.3% | -50.2% |
| All | -48.1% | +31.6% | -79.8% | -50.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling