+61.7%
MTSI vs DECK
+11.2%
+50.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.0% | -7.0% | -0.5% |
| 7D | -10.7% | +10.4% | -21.0% | -9.8% |
| 30D | -29.0% | +11.1% | -40.1% | -28.3% |
| 3M | -14.7% | -10.8% | -3.9% | -14.9% |
| 6M | -20.1% | -8.7% | -11.3% | -20.1% |
| YTD | +36.1% | -14.0% | +50.2% | +37.4% |
| 1Y | +61.7% | +12.0% | +49.7% | +79.7% |
| All | +61.7% | +11.2% | +50.5% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 1y: compounded portfolio wealth divided by compounded DECK 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…
1y analysis · Full analysis span regression · 6 months rolling