+340.3%
MTSI vs DGX
+66.8%
+273.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | +4.9% | -0.3% | +5.2% | +4.9% |
| 30D | -11.6% | -1.2% | -10.4% | -11.4% |
| 3M | -24.1% | +19.9% | -44.0% | -27.5% |
| 6M | +32.4% | +19.2% | +13.2% | +26.4% |
| YTD | +60.4% | +37.5% | +23.0% | +46.7% |
| 1Y | +111.0% | +31.3% | +79.7% | +94.8% |
| 3Y | +246.1% | +96.6% | +149.5% | +160.6% |
| 5Y | +340.3% | +64.3% | +276.0% | +239.5% |
| All | +340.3% | +66.8% | +273.5% | +239.5% |
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