+471.4%
MTSI vs DKS
+244.9%
+226.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.9% | +4.1% | +7.7% |
| 7D | +3.5% | +3.8% | -0.3% | +2.6% |
| 30D | -30.3% | +8.1% | -38.4% | -32.1% |
| 3M | -26.0% | -28.6% | +2.6% | -21.0% |
| 6M | -36.1% | -33.6% | -2.5% | -30.8% |
| YTD | +34.3% | -23.8% | +58.1% | +38.7% |
| 1Y | +35.3% | -30.7% | +66.0% | +43.6% |
| 3Y | +217.6% | +41.5% | +176.1% | +169.5% |
| 5Y | +210.1% | +23.0% | +187.1% | +159.2% |
| 10Y | +471.4% | +236.0% | +235.5% | +219.1% |
| All | +471.4% | +244.9% | +226.5% | +219.1% |
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