+43.8%
MTSI vs DG
+31.9%
+11.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.4% | -2.1% |
| 7D | +29.1% | -2.5% | +31.6% | +28.4% |
| 30D | -20.4% | +7.7% | -28.1% | -19.0% |
| 3M | -20.9% | +13.1% | -34.0% | -19.2% |
| 6M | -32.3% | +32.0% | -64.3% | -31.5% |
| YTD | +43.5% | +3.3% | +40.2% | +50.1% |
| 1Y | +43.8% | +31.7% | +12.2% | +48.5% |
| All | +43.8% | +31.9% | +11.9% | +48.5% |
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 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