+502.4%
MTSI vs DKS
+217.6%
+284.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -0.9% |
| 7D | +29.1% | +3.3% | +25.9% | +28.1% |
| 30D | -20.4% | +5.9% | -26.3% | -22.0% |
| 3M | -20.9% | -27.4% | +6.5% | -16.0% |
| 6M | -32.3% | -32.6% | +0.4% | -27.0% |
| YTD | +43.5% | -24.8% | +68.3% | +48.8% |
| 1Y | +43.8% | -32.8% | +76.7% | +54.0% |
| 3Y | +218.8% | +39.1% | +179.7% | +171.6% |
| 5Y | +228.3% | +25.0% | +203.3% | +173.2% |
| All | +502.4% | +217.6% | +284.7% | +242.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 10y: compounded portfolio wealth divided by compounded DKS 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…
10y analysis · Full analysis span regression · 6 months rolling