+451.3%
MTSI vs DG
+122.0%
+329.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -3.1% | +13.9% | +11.3% |
| 7D | -10.0% | +1.1% | -11.1% | -10.2% |
| 30D | -37.2% | +9.5% | -46.7% | -38.4% |
| 3M | -30.1% | +5.5% | -35.5% | -31.1% |
| 6M | -31.9% | +16.1% | -48.0% | -34.6% |
| YTD | +23.2% | +2.7% | +20.5% | +21.0% |
| 1Y | +26.4% | +42.1% | -15.7% | +15.9% |
| 3Y | +186.2% | +19.3% | +166.9% | +158.8% |
| 5Y | +187.0% | -35.3% | +222.4% | +219.8% |
| All | +451.3% | +122.0% | +329.3% | +267.2% |
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