+183.6%
MTSI vs DINO
+245.4%
-61.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.6% | +11.4% | +11.0% |
| 7D | -10.0% | -15.5% | +5.5% | -6.5% |
| 30D | -37.2% | -16.0% | -21.2% | -34.8% |
| 3M | -30.1% | +17.9% | -48.0% | -32.5% |
| 6M | -31.9% | +38.5% | -70.4% | -36.9% |
| YTD | +23.2% | +115.8% | -92.7% | +0.8% |
| 1Y | +26.4% | +87.1% | -60.7% | +7.5% |
| 3Y | +186.2% | +96.5% | +89.6% | +128.8% |
| All | +183.6% | +245.4% | -61.8% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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