+216.2%
MTSI vs DECK
-11.0%
+227.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.0% | -7.0% | -2.6% |
| 7D | -10.7% | +10.4% | -21.0% | -13.1% |
| 30D | -29.0% | +11.1% | -40.1% | -31.3% |
| 3M | -14.7% | -10.8% | -3.9% | -12.5% |
| 6M | -20.1% | -8.7% | -11.3% | -19.5% |
| YTD | +36.1% | -14.0% | +50.2% | +37.8% |
| 1Y | +61.7% | +12.0% | +49.7% | +47.1% |
| All | +216.2% | -11.0% | +227.2% | +216.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling