+159.0%
MTSI vs DECK
+25.8%
+133.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -1.5% | -16.8% | -17.8% |
| 7D | -24.6% | +6.0% | -30.6% | -26.2% |
| 30D | -45.7% | +7.4% | -53.2% | -47.3% |
| 3M | -27.7% | -11.7% | -16.1% | -25.2% |
| 6M | -37.3% | -11.0% | -26.3% | -36.2% |
| YTD | +11.1% | -15.4% | +26.5% | +13.3% |
| 1Y | +27.2% | +7.2% | +19.9% | +16.4% |
| 3Y | +153.7% | -11.8% | +165.5% | +130.4% |
| 5Y | +159.0% | +24.3% | +134.6% | +93.9% |
| All | +159.0% | +25.8% | +133.2% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling