+111.0%
MTSI vs DKS
-39.1%
+150.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.9% | +7.0% | +2.6% |
| 7D | +4.9% | -0.4% | +5.3% | +4.9% |
| 30D | -11.6% | -36.6% | +25.0% | -6.9% |
| 3M | -24.1% | -37.6% | +13.6% | -20.2% |
| 6M | +32.4% | -32.1% | +64.5% | +34.6% |
| YTD | +60.4% | -32.3% | +92.8% | +61.8% |
| 1Y | +111.0% | -39.5% | +150.5% | +122.8% |
| All | +111.0% | -39.1% | +150.1% | +122.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling