+61.7%
MTSI vs DG
+45.3%
+16.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.5% | -9.5% | +1.3% |
| 7D | -10.7% | +12.3% | -22.9% | -7.7% |
| 30D | -29.0% | +19.3% | -48.3% | -26.0% |
| 3M | -14.7% | +11.9% | -26.6% | -11.7% |
| 6M | -20.1% | +25.0% | -45.1% | -16.3% |
| YTD | +36.1% | +8.7% | +27.4% | +45.4% |
| 1Y | +61.7% | +44.7% | +17.1% | +94.8% |
| All | +61.7% | +45.3% | +16.5% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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