+234.3%
MTSI vs DBX
+26.9%
+207.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +3.8% |
| 7D | +1.4% | -2.4% | +3.8% | +1.7% |
| 30D | +2.1% | -0.5% | +2.6% | +2.0% |
| 3M | -29.7% | +28.1% | -57.8% | -33.4% |
| 6M | +12.5% | +33.1% | -20.6% | +4.1% |
| YTD | +57.0% | +25.3% | +31.7% | +48.1% |
| 1Y | +103.9% | +18.3% | +85.6% | +95.9% |
| All | +234.3% | +26.9% | +207.4% | +182.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 3y: compounded portfolio wealth divided by compounded DBX 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…
3y analysis · Full analysis span regression · 6 months rolling