+512.4%
MTSI vs DLTR
+82.4%
+430.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.5% | +8.9% | +10.0% |
| 7D | +7.2% | -2.8% | +10.0% | +8.0% |
| 30D | -18.4% | +21.5% | -39.9% | -22.0% |
| 3M | -16.7% | +11.6% | -28.3% | -19.2% |
| 6M | -31.7% | +58.7% | -90.5% | -39.8% |
| YTD | +45.9% | +16.2% | +29.7% | +38.1% |
| 1Y | +47.0% | +34.8% | +12.2% | +33.9% |
| 3Y | +224.1% | +25.3% | +198.8% | +190.8% |
| 5Y | +238.5% | +25.8% | +212.7% | +190.0% |
| All | +512.4% | +82.4% | +430.0% | +340.9% |
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