+1,208.8%
MTSI vs DD
+210.7%
+998.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.2% |
| 7D | +1.4% | -3.5% | +4.9% | +3.6% |
| 30D | +2.1% | -10.3% | +12.4% | +9.0% |
| 3M | -29.7% | -7.5% | -22.2% | -26.4% |
| 6M | +12.5% | -8.0% | +20.5% | +18.2% |
| YTD | +57.0% | +10.5% | +46.6% | +45.8% |
| 1Y | +103.9% | +38.3% | +65.6% | +63.6% |
| 3Y | +223.6% | +42.5% | +181.1% | +148.8% |
| 5Y | +321.6% | +60.2% | +261.4% | +199.5% |
| 10Y | +517.7% | +68.9% | +448.9% | +303.6% |
| All | +1,208.8% | +210.7% | +998.1% | +568.3% |
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