+43.0%
MTSI vs DKS
-30.6%
+73.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.8% | -8.3% | -5.6% |
| 7D | +10.0% | +6.3% | +3.7% | +10.0% |
| 30D | -20.3% | +9.3% | -29.6% | -20.3% |
| 3M | -24.4% | -25.3% | +0.9% | -23.0% |
| 6M | -39.2% | -29.2% | -10.0% | -37.7% |
| YTD | +35.5% | -22.7% | +58.2% | +35.6% |
| 1Y | +43.0% | -30.1% | +73.1% | +46.1% |
| All | +43.0% | -30.6% | +73.7% | +46.1% |
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 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