+558.4%
MTSI vs DLTR
+45.9%
+512.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -5.0% | -4.8% |
| 7D | +4.8% | -9.4% | +14.2% | +7.0% |
| 30D | -9.2% | -7.3% | -1.8% | -8.0% |
| 3M | -23.1% | +7.6% | -30.7% | -25.1% |
| 6M | +23.5% | +1.6% | +21.9% | +21.0% |
| YTD | +59.1% | -3.5% | +62.6% | +57.4% |
| 1Y | +106.9% | +20.0% | +86.8% | +93.1% |
| 3Y | +243.2% | +2.3% | +240.9% | +222.7% |
| 5Y | +324.5% | +31.5% | +293.0% | +249.0% |
| All | +558.4% | +45.9% | +512.5% | +395.9% |
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