+320.4%
MTSI vs DG
-35.0%
+355.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.5% |
| 7D | +1.4% | +8.4% | -7.0% | +1.5% |
| 30D | +2.1% | +4.9% | -2.9% | +2.2% |
| 3M | -29.7% | +29.3% | -59.1% | -29.7% |
| 6M | +12.5% | -11.3% | +23.8% | +13.1% |
| YTD | +57.0% | +1.8% | +55.3% | +57.7% |
| 1Y | +103.9% | +25.3% | +78.6% | +104.6% |
| 3Y | +223.6% | +9.1% | +214.5% | +234.5% |
| All | +320.4% | -35.0% | +355.4% | +363.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling