+581.1%
MTSI vs DGX
+244.3%
+336.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | +11.1% | -2.2% | +13.3% | +12.1% |
| 30D | -3.7% | -0.9% | -2.8% | -3.5% |
| 3M | -20.2% | +15.6% | -35.8% | -25.5% |
| 6M | +30.8% | +17.8% | +13.0% | +20.6% |
| YTD | +67.0% | +37.5% | +29.6% | +43.1% |
| 1Y | +120.4% | +31.2% | +89.3% | +91.8% |
| 3Y | +260.4% | +96.6% | +163.8% | +145.6% |
| 5Y | +356.3% | +64.9% | +291.3% | +237.3% |
| 10Y | +581.1% | +254.6% | +326.5% | +252.1% |
| All | +581.1% | +244.3% | +336.8% | +252.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling