+47.0%
MTSI vs DKS
-29.9%
+76.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.3% | +10.6% | +10.3% |
| 7D | +7.2% | +1.3% | +5.9% | +7.1% |
| 30D | -18.4% | +8.9% | -27.3% | -18.4% |
| 3M | -16.7% | -26.4% | +9.7% | -15.0% |
| 6M | -31.7% | -31.1% | -0.7% | -29.8% |
| YTD | +45.9% | -22.8% | +68.7% | +45.7% |
| 1Y | +47.0% | -29.5% | +76.5% | +49.9% |
| All | +47.0% | -29.9% | +76.9% | +49.9% |
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