+219.0%
MTSI vs DG
+24.7%
+194.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.1% | +10.2% | +10.3% |
| 7D | +7.2% | -3.0% | +10.1% | +6.7% |
| 30D | -18.4% | +8.6% | -27.1% | -17.3% |
| 3M | -16.7% | +15.0% | -31.7% | -14.9% |
| 6M | -31.7% | +32.7% | -64.4% | -29.5% |
| YTD | +45.9% | +5.5% | +40.4% | +49.0% |
| 1Y | +47.0% | +34.6% | +12.4% | +53.6% |
| All | +219.0% | +24.7% | +194.3% | +244.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling