+41.2%
DUK vs MTSI
+320.9%
-279.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.4% | -0.9% |
| 7D | 0.0% | +1.4% | -1.4% | 0.0% |
| 30D | -1.7% | +2.1% | -3.8% | -1.5% |
| 3M | -0.4% | -29.7% | +29.3% | -1.1% |
| 6M | -7.2% | +12.5% | -19.8% | -6.8% |
| YTD | +5.3% | +57.0% | -51.8% | +6.5% |
| 1Y | +3.0% | +103.9% | -101.0% | +4.8% |
| 3Y | +53.1% | +223.6% | -170.5% | +53.6% |
| All | +41.2% | +320.9% | -279.7% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling