+106.9%
MTSI vs DGX
+29.3%
+77.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.8% | -2.9% | -5.1% |
| 7D | +4.8% | -3.5% | +8.3% | +4.2% |
| 30D | -9.2% | -2.7% | -6.5% | -9.5% |
| 3M | -23.1% | +13.9% | -37.0% | -21.1% |
| 6M | +23.5% | +16.0% | +7.5% | +26.9% |
| YTD | +59.1% | +34.9% | +24.1% | +66.9% |
| 1Y | +106.9% | +30.6% | +76.3% | +117.4% |
| All | +106.9% | +29.3% | +77.6% | +117.4% |
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