+246.3%
DUK vs MTSI
+1,308.1%
-1,061.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.4% | -1.1% |
| 7D | 0.0% | +1.4% | -1.4% | -0.1% |
| 30D | -1.7% | +2.1% | -3.8% | -1.8% |
| 3M | -0.4% | -29.7% | +29.3% | +0.3% |
| 6M | -7.2% | +12.5% | -19.8% | -8.0% |
| YTD | +5.3% | +57.0% | -51.8% | +3.3% |
| 1Y | +3.0% | +103.9% | -101.0% | 0.0% |
| 3Y | +53.1% | +223.6% | -170.5% | +44.6% |
| 5Y | +37.9% | +321.6% | -283.6% | +27.7% |
| 10Y | +124.8% | +517.7% | -392.9% | +94.6% |
| All | +246.3% | +1,308.1% | -1,061.9% | +188.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling