+471.4%
MTSI vs DLTR
+88.8%
+382.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.6% | +4.4% | +8.1% |
| 7D | +3.5% | -1.0% | +4.5% | +3.8% |
| 30D | -30.3% | +15.7% | -46.0% | -32.7% |
| 3M | -26.0% | +4.8% | -30.8% | -27.3% |
| 6M | -36.1% | +45.6% | -81.7% | -42.5% |
| YTD | +34.3% | +11.6% | +22.7% | +28.2% |
| 1Y | +35.3% | +29.8% | +5.5% | +24.2% |
| 3Y | +217.6% | +20.8% | +196.8% | +187.0% |
| 5Y | +210.1% | +23.5% | +186.6% | +166.0% |
| 10Y | +471.4% | +80.5% | +391.0% | +315.9% |
| All | +471.4% | +88.8% | +382.6% | +315.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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