+1,208.8%
MTSI vs DAR
+273.8%
+935.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.3% | +3.8% |
| 7D | +1.4% | +1.4% | 0.0% | +0.8% |
| 30D | +2.1% | +12.8% | -10.7% | -3.0% |
| 3M | -29.7% | +7.4% | -37.1% | -32.1% |
| 6M | +12.5% | +22.3% | -9.7% | +2.7% |
| YTD | +57.0% | +81.1% | -24.1% | +22.6% |
| 1Y | +103.9% | +106.5% | -2.6% | +49.6% |
| 3Y | +223.6% | +5.3% | +218.3% | +194.3% |
| 5Y | +321.6% | -11.5% | +333.1% | +294.8% |
| 10Y | +517.7% | +353.3% | +164.4% | +167.7% |
| All | +1,208.8% | +273.8% | +935.0% | +554.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling