+47.0%
MTSI vs DD
+30.9%
+16.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.8% | +11.1% | +10.8% |
| 7D | +7.2% | +3.2% | +3.9% | +5.5% |
| 30D | -18.4% | +20.3% | -38.7% | -25.8% |
| 3M | -16.7% | +8.2% | -24.9% | -20.0% |
| 6M | -31.7% | +3.4% | -35.1% | -33.4% |
| YTD | +45.9% | +30.6% | +15.2% | +29.4% |
| 1Y | +47.0% | +30.6% | +16.3% | +31.2% |
| All | +47.0% | +30.9% | +16.1% | +31.2% |
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