+826.3%
MTSI vs DD
+242.2%
+584.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -3.8% | -14.5% | -16.0% |
| 7D | -24.6% | +3.1% | -27.7% | -25.7% |
| 30D | -45.7% | +8.7% | -54.5% | -48.4% |
| 3M | -27.7% | -1.2% | -26.5% | -27.1% |
| 6M | -37.3% | -1.1% | -36.2% | -37.0% |
| YTD | +11.1% | +21.7% | -10.5% | -2.5% |
| 1Y | +27.2% | +24.0% | +3.1% | +10.1% |
| 3Y | +153.7% | +75.6% | +78.0% | +72.2% |
| 5Y | +159.0% | +58.2% | +100.8% | +86.1% |
| 10Y | +405.6% | +88.0% | +317.6% | +210.7% |
| All | +826.3% | +242.2% | +584.1% | +346.9% |
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 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