+926.7%
MTSI vs DKS
+310.4%
+616.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.2% | +11.0% | +10.9% |
| 7D | -10.0% | -2.1% | -7.9% | -9.4% |
| 30D | -37.2% | +7.3% | -44.5% | -38.8% |
| 3M | -30.1% | -28.4% | -1.6% | -25.5% |
| 6M | -31.9% | -36.9% | +5.0% | -25.2% |
| YTD | +23.2% | -27.3% | +50.5% | +28.9% |
| 1Y | +26.4% | -33.2% | +59.6% | +35.5% |
| 3Y | +186.2% | +32.2% | +154.0% | +146.1% |
| 5Y | +187.0% | +22.3% | +164.8% | +139.6% |
| 10Y | +460.4% | +230.5% | +229.9% | +218.0% |
| All | +926.7% | +310.4% | +616.3% | +426.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling