+156.8%
DUK vs MTSI
+539.0%
-382.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.3% | -10.5% | -0.3% |
| 7D | -0.6% | +7.2% | -7.8% | -0.8% |
| 30D | +9.4% | -18.4% | +27.9% | +9.8% |
| 3M | +5.4% | -16.7% | +22.1% | +5.7% |
| 6M | +4.9% | -31.7% | +36.6% | +5.5% |
| YTD | +12.7% | +45.9% | -33.1% | +10.3% |
| 1Y | +7.8% | +47.0% | -39.2% | +5.4% |
| 3Y | +63.3% | +224.1% | -160.8% | +52.1% |
| 5Y | +54.2% | +238.5% | -184.3% | +42.0% |
| 10Y | +156.8% | +512.7% | -355.9% | +113.5% |
| All | +156.8% | +539.0% | -382.2% | +113.5% |
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 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