+186.2%
MTSI vs DBX
+33.4%
+152.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -3.1% | +13.9% | +11.0% |
| 7D | -10.0% | -4.4% | -5.6% | -9.7% |
| 30D | -37.2% | +4.8% | -42.0% | -37.5% |
| 3M | -30.1% | +0.3% | -30.4% | -30.5% |
| 6M | -31.9% | +40.4% | -72.3% | -37.8% |
| YTD | +23.2% | +24.7% | -1.5% | +16.4% |
| 1Y | +26.4% | +20.9% | +5.5% | +20.4% |
| 3Y | +186.2% | +34.5% | +151.7% | +130.3% |
| All | +186.2% | +33.4% | +152.7% | +130.3% |
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