+1,208.8%
MTSI vs DGX
+430.6%
+778.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.9% |
| 7D | +1.4% | -2.3% | +3.7% | +2.4% |
| 30D | +2.1% | +0.6% | +1.5% | +1.7% |
| 3M | -29.7% | +21.4% | -51.1% | -36.3% |
| 6M | +12.5% | +14.7% | -2.2% | +4.6% |
| YTD | +57.0% | +38.4% | +18.6% | +32.9% |
| 1Y | +103.9% | +34.0% | +69.9% | +74.1% |
| 3Y | +223.6% | +92.7% | +130.9% | +120.6% |
| 5Y | +321.6% | +67.7% | +253.8% | +205.6% |
| 10Y | +517.7% | +248.0% | +269.7% | +184.6% |
| All | +1,208.8% | +430.6% | +778.1% | +378.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling