+103.9%
MTSI vs DGX
+33.7%
+70.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.3% |
| 7D | +1.4% | -2.3% | +3.7% | +1.0% |
| 30D | +2.1% | +0.6% | +1.5% | +2.3% |
| 3M | -29.7% | +21.4% | -51.1% | -27.2% |
| 6M | +12.5% | +14.7% | -2.2% | +15.9% |
| YTD | +57.0% | +38.4% | +18.6% | +66.3% |
| 1Y | +103.9% | +34.0% | +69.9% | +116.2% |
| All | +103.9% | +33.7% | +70.3% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling