+1,034.5%
MTSI vs DOC
+18.3%
+1,016.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -2.1% |
| 7D | -10.7% | +8.7% | -19.4% | -13.3% |
| 30D | -29.0% | +7.6% | -36.6% | -31.2% |
| 3M | -14.7% | -5.3% | -9.4% | -13.9% |
| 6M | -20.1% | +27.6% | -47.7% | -28.6% |
| YTD | +36.1% | +32.4% | +3.7% | +19.4% |
| 1Y | +61.7% | +22.9% | +38.9% | +45.6% |
| 3Y | +210.7% | +43.1% | +167.6% | +157.9% |
| 5Y | +212.8% | -21.4% | +234.2% | +225.3% |
| 10Y | +519.2% | +16.8% | +502.4% | +446.6% |
| All | +1,034.5% | +18.3% | +1,016.1% | +746.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling