+451.3%
MTSI vs DAR
+268.8%
+182.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.0% | +11.8% | +11.2% |
| 7D | -10.0% | -9.9% | 0.0% | -5.9% |
| 30D | -37.2% | -16.4% | -20.8% | -32.3% |
| 3M | -30.1% | -17.1% | -13.0% | -24.8% |
| 6M | -31.9% | -20.5% | -11.4% | -25.7% |
| YTD | +23.2% | +39.4% | -16.2% | +6.1% |
| 1Y | +26.4% | +57.2% | -30.8% | +3.2% |
| 3Y | +186.2% | +13.9% | +172.3% | +148.9% |
| 5Y | +187.0% | -40.8% | +227.9% | +223.8% |
| All | +451.3% | +268.8% | +182.5% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling