+212.8%
MTSI vs DOC
-22.8%
+235.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -1.8% |
| 7D | -10.7% | +8.7% | -19.4% | -12.7% |
| 30D | -29.0% | +7.6% | -36.6% | -30.7% |
| 3M | -14.7% | -5.3% | -9.4% | -13.7% |
| 6M | -20.1% | +27.6% | -47.7% | -28.2% |
| YTD | +36.1% | +32.4% | +3.7% | +20.0% |
| 1Y | +61.7% | +22.9% | +38.9% | +46.5% |
| 3Y | +210.7% | +43.1% | +167.6% | +154.2% |
| 5Y | +212.8% | -21.4% | +234.2% | +245.9% |
| All | +212.8% | -22.8% | +235.6% | +245.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 5y: compounded portfolio wealth divided by compounded DOC 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…
5y analysis · Full analysis span regression · 6 months rolling