+52.8%
DUK vs MTSI
+183.3%
-130.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.8% | -12.6% | -1.4% |
| 7D | +0.3% | -10.0% | +10.3% | +0.1% |
| 30D | +10.6% | -37.2% | +47.8% | +9.4% |
| 3M | +4.0% | -30.1% | +34.1% | +3.3% |
| 6M | +3.6% | -31.9% | +35.5% | +2.9% |
| YTD | +11.9% | +23.2% | -11.3% | +12.6% |
| 1Y | +6.7% | +26.4% | -19.7% | +7.4% |
| 3Y | +59.4% | +186.2% | -126.7% | +57.8% |
| All | +52.8% | +183.3% | -130.6% | +46.3% |
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