-31.9%
MTSI vs DG
+15.9%
-47.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -3.1% | +13.9% | +9.1% |
| 7D | -10.0% | +1.1% | -11.1% | -9.0% |
| 30D | -37.2% | +9.5% | -46.7% | -33.4% |
| 3M | -30.1% | +5.5% | -35.5% | -26.8% |
| 6M | -31.9% | +16.1% | -48.0% | -27.1% |
| All | -31.9% | +15.9% | -47.8% | -27.1% |
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