+539.5%
MTSI vs DKS
+196.9%
+342.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.9% | +7.0% | +3.5% |
| 7D | +4.9% | -0.4% | +5.3% | +4.9% |
| 30D | -11.6% | -36.6% | +25.0% | -1.9% |
| 3M | -24.1% | -37.6% | +13.6% | -15.8% |
| 6M | +32.4% | -32.1% | +64.5% | +42.5% |
| YTD | +60.4% | -32.3% | +92.8% | +72.3% |
| 1Y | +111.0% | -39.5% | +150.5% | +133.8% |
| 3Y | +246.1% | +27.7% | +218.5% | +203.1% |
| 5Y | +340.3% | +15.0% | +325.3% | +276.1% |
| 10Y | +539.5% | +192.6% | +346.9% | +273.4% |
| All | +539.5% | +196.9% | +342.6% | +273.4% |
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