+6.2%
DRAM vs MTSI
-18.6%
+24.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.3% | -4.5% |
| 7D | -16.6% | -10.7% | -6.0% | -9.0% |
| 30D | -26.9% | -29.0% | +2.1% | -6.1% |
| 3M | -17.8% | -14.7% | -3.1% | -13.9% |
| 6M | +6.2% | -20.1% | +26.3% | +47.4% |
| All | +6.2% | -18.6% | +24.8% | +47.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling