+7.8%
DUK vs MTSI
+41.9%
-34.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.3% | -10.5% | +0.5% |
| 7D | -0.6% | +7.2% | -7.8% | 0.0% |
| 30D | +9.4% | -18.4% | +27.9% | +8.9% |
| 3M | +5.4% | -16.7% | +22.1% | +5.2% |
| 6M | +4.9% | -31.7% | +36.6% | +4.0% |
| YTD | +12.7% | +45.9% | -33.1% | +15.3% |
| 1Y | +7.8% | +47.0% | -39.2% | +9.7% |
| All | +7.8% | +41.9% | -34.1% | +9.7% |
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