+1,208.8%
MTSI vs DINO
+444.0%
+764.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.6% |
| 7D | +1.4% | +5.7% | -4.3% | -0.1% |
| 30D | +2.1% | +27.8% | -25.7% | -4.3% |
| 3M | -29.7% | +45.6% | -75.4% | -36.6% |
| 6M | +12.5% | +88.5% | -75.9% | -5.8% |
| YTD | +57.0% | +134.1% | -77.1% | +23.1% |
| 1Y | +103.9% | +111.1% | -7.2% | +64.1% |
| 3Y | +223.6% | +109.1% | +114.5% | +154.0% |
| 5Y | +321.6% | +307.2% | +14.4% | +167.5% |
| 10Y | +517.7% | +495.9% | +21.8% | +238.0% |
| All | +1,208.8% | +444.0% | +764.7% | +684.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling