-27.7%
MTSI vs DD
+1.3%
-29.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -3.8% | -14.5% | -15.4% |
| 7D | -24.6% | +3.1% | -27.7% | -24.2% |
| 30D | -45.7% | +8.7% | -54.5% | -45.7% |
| 3M | -27.7% | -1.2% | -26.5% | -27.9% |
| All | -27.7% | +1.3% | -29.0% | -27.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling