+125.1%
DUK vs MTSI
+529.6%
-404.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.8% |
| 7D | +0.7% | +4.9% | -4.2% | +0.6% |
| 30D | -2.0% | -11.6% | +9.6% | -1.7% |
| 3M | +0.2% | -24.1% | +24.3% | +0.8% |
| 6M | -6.9% | +32.4% | -39.3% | -8.2% |
| YTD | +6.1% | +60.4% | -54.3% | +3.8% |
| 1Y | +4.4% | +111.0% | -106.5% | +1.0% |
| 3Y | +49.1% | +246.1% | -197.0% | +39.1% |
| 5Y | +39.6% | +340.3% | -300.8% | +27.1% |
| 10Y | +125.1% | +539.5% | -414.4% | +87.2% |
| All | +125.1% | +529.6% | -404.4% | +87.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling