+1,115.9%
MTSI vs DG
+261.5%
+854.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.1% | +10.2% | +10.3% |
| 7D | +7.2% | -3.0% | +10.1% | +7.8% |
| 30D | -18.4% | +8.6% | -27.1% | -20.1% |
| 3M | -16.7% | +15.0% | -31.7% | -19.5% |
| 6M | -31.7% | +32.7% | -64.4% | -36.4% |
| YTD | +45.9% | +5.5% | +40.4% | +42.0% |
| 1Y | +47.0% | +34.6% | +12.4% | +35.2% |
| 3Y | +224.1% | +24.2% | +199.8% | +187.1% |
| 5Y | +238.5% | -32.3% | +270.8% | +258.9% |
| 10Y | +512.7% | +111.1% | +401.6% | +341.9% |
| All | +1,115.9% | +261.5% | +854.3% | +611.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling