+238.5%
MTSI vs DGX
+97.6%
+140.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.1% | +10.2% | +10.3% |
| 7D | +7.2% | +1.2% | +6.0% | +7.0% |
| 30D | -18.4% | +11.2% | -29.6% | -20.1% |
| 3M | -16.7% | +9.3% | -26.0% | -18.2% |
| 6M | -31.7% | +37.4% | -69.1% | -36.8% |
| YTD | +45.9% | +51.6% | -5.7% | +30.8% |
| 1Y | +47.0% | +39.3% | +7.7% | +35.0% |
| 3Y | +224.1% | +106.1% | +117.9% | +145.5% |
| 5Y | +238.5% | +92.2% | +146.3% | +145.2% |
| All | +238.5% | +97.6% | +140.9% | +145.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling