+1,208.8%
MTSI vs D
+138.1%
+1,070.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.8% |
| 7D | +1.4% | +0.4% | +0.9% | +1.3% |
| 30D | +2.1% | -3.6% | +5.6% | +2.8% |
| 3M | -29.7% | -1.0% | -28.7% | -29.8% |
| 6M | +12.5% | +6.3% | +6.3% | +10.4% |
| YTD | +57.0% | +14.7% | +42.3% | +51.3% |
| 1Y | +103.9% | +16.9% | +87.0% | +95.2% |
| 3Y | +223.6% | +56.8% | +166.8% | +179.4% |
| 5Y | +321.6% | +5.2% | +316.4% | +306.5% |
| 10Y | +517.7% | +35.9% | +481.9% | +446.7% |
| All | +1,208.8% | +138.1% | +1,070.7% | +725.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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