+517.6%
MTSI vs DG
+112.1%
+405.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.2% |
| 7D | +1.4% | +8.4% | -7.0% | 0.0% |
| 30D | +2.1% | +4.9% | -2.9% | +1.2% |
| 3M | -29.7% | +29.3% | -59.1% | -33.3% |
| 6M | +12.5% | -11.3% | +23.8% | +14.5% |
| YTD | +57.0% | +1.8% | +55.3% | +55.3% |
| 1Y | +103.9% | +25.3% | +78.6% | +92.3% |
| 3Y | +223.6% | +9.1% | +214.5% | +202.7% |
| 5Y | +321.6% | -34.9% | +356.4% | +368.1% |
| All | +517.6% | +112.1% | +405.5% | +310.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling