+926.7%
MTSI vs DD
+245.9%
+680.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.1% | +9.7% | +10.2% |
| 7D | -10.0% | +4.6% | -14.6% | -12.1% |
| 30D | -37.2% | +11.8% | -49.0% | -41.2% |
| 3M | -30.1% | +2.2% | -32.2% | -30.7% |
| 6M | -31.9% | -1.6% | -30.3% | -31.3% |
| YTD | +23.2% | +23.0% | +0.2% | +7.4% |
| 1Y | +26.4% | +26.9% | -0.5% | +8.0% |
| 3Y | +186.2% | +77.9% | +108.3% | +92.9% |
| 5Y | +187.0% | +59.9% | +127.2% | +105.0% |
| 10Y | +460.4% | +90.1% | +370.3% | +242.2% |
| All | +926.7% | +245.9% | +680.7% | +392.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling