+320.4%
MTSI vs DD
+61.3%
+259.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.2% |
| 7D | +1.4% | -3.5% | +4.9% | +3.8% |
| 30D | +2.1% | -10.3% | +12.4% | +9.5% |
| 3M | -29.7% | -7.5% | -22.2% | -26.2% |
| 6M | +12.5% | -8.0% | +20.5% | +18.4% |
| YTD | +57.0% | +10.5% | +46.6% | +44.5% |
| 1Y | +103.9% | +38.3% | +65.6% | +59.2% |
| 3Y | +223.6% | +42.5% | +181.1% | +140.4% |
| All | +320.4% | +61.3% | +259.1% | +179.8% |
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