+238.5%
MTSI vs DD
+70.3%
+168.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.8% | +11.1% | +10.9% |
| 7D | +7.2% | +3.2% | +3.9% | +5.5% |
| 30D | -18.4% | +20.3% | -38.7% | -27.7% |
| 3M | -16.7% | +8.2% | -24.9% | -20.6% |
| 6M | -31.7% | +3.4% | -35.1% | -33.2% |
| YTD | +45.9% | +30.6% | +15.2% | +20.2% |
| 1Y | +47.0% | +30.6% | +16.3% | +21.0% |
| 3Y | +224.1% | +91.1% | +133.0% | +94.6% |
| 5Y | +238.5% | +68.6% | +169.9% | +114.7% |
| All | +238.5% | +70.3% | +168.2% | +114.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling