+477.8%
MTSI vs DKS
+237.0%
+240.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -2.0% |
| 7D | -3.8% | +9.4% | -13.3% | -5.9% |
| 30D | -31.4% | +9.8% | -41.2% | -33.4% |
| 3M | -23.8% | -29.3% | +5.5% | -18.4% |
| 6M | -37.1% | -32.6% | -4.5% | -32.1% |
| YTD | +32.2% | -22.6% | +54.8% | +36.0% |
| 1Y | +26.9% | -29.8% | +56.8% | +34.2% |
| 3Y | +193.7% | +43.2% | +150.5% | +148.4% |
| 5Y | +218.0% | +29.8% | +188.2% | +162.0% |
| 10Y | +477.8% | +236.7% | +241.1% | +222.3% |
| All | +477.8% | +237.0% | +240.7% | +222.3% |
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