+61.7%
MTSI vs DD
+49.3%
+12.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.1% |
| 7D | -10.7% | +8.7% | -19.3% | -14.3% |
| 30D | -29.0% | +15.3% | -44.3% | -33.9% |
| 3M | -14.7% | +5.9% | -20.6% | -17.5% |
| 6M | -20.1% | +11.6% | -31.7% | -24.8% |
| YTD | +36.1% | +26.5% | +9.6% | +23.9% |
| 1Y | +61.7% | +35.4% | +26.3% | +44.5% |
| All | +61.7% | +49.3% | +12.4% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling