+514.9%
MTSI vs DECK
+718.3%
-203.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +2.9% |
| 7D | +1.4% | -2.2% | +3.6% | +2.3% |
| 30D | +2.1% | -13.6% | +15.7% | +7.5% |
| 3M | -29.7% | -21.2% | -8.5% | -24.0% |
| 6M | +12.5% | -21.1% | +33.6% | +21.0% |
| YTD | +57.0% | -17.2% | +74.3% | +62.5% |
| 1Y | +103.9% | -30.7% | +134.7% | +124.7% |
| 3Y | +223.6% | -3.4% | +226.9% | +186.1% |
| 5Y | +321.6% | +25.5% | +296.0% | +216.7% |
| All | +514.9% | +718.3% | -203.4% | +144.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling