+33.3%
DRAM vs MTSI
-12.5%
+45.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -18.4% | +0.4% | -3.7% |
| 7D | -28.5% | -24.6% | -3.9% | -10.9% |
| 30D | -37.8% | -45.7% | +7.9% | -1.7% |
| 3M | -31.1% | -27.7% | -3.4% | -18.2% |
| 6M | -20.0% | -37.3% | +17.2% | +39.1% |
| All | +33.3% | -12.5% | +45.9% | +124.2% |
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