+206.9%
MTSI vs DBX
+24.0%
+182.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.6% | -5.6% |
| 7D | +10.0% | -3.3% | +13.3% | +10.9% |
| 30D | -20.3% | -5.9% | -14.5% | -19.4% |
| 3M | -24.4% | -6.7% | -17.7% | -24.0% |
| 6M | -39.2% | +28.0% | -67.2% | -47.3% |
| YTD | +35.5% | +20.6% | +14.9% | +18.5% |
| 1Y | +43.0% | +10.3% | +32.7% | +30.9% |
| 3Y | +196.3% | +24.0% | +172.2% | +135.8% |
| All | +206.9% | +24.0% | +182.9% | +129.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling