-32.3%
MTSI vs DG
+29.7%
-61.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.4% | -2.8% |
| 7D | +29.1% | -2.5% | +31.6% | +27.4% |
| 30D | -20.4% | +7.7% | -28.1% | -16.1% |
| 3M | -20.9% | +13.1% | -34.0% | -14.5% |
| 6M | -32.3% | +32.0% | -64.3% | -22.3% |
| All | -32.3% | +29.7% | -61.9% | -22.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling