+1,208.8%
MTSI vs DOC
+19.9%
+1,188.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.1% |
| 7D | +1.4% | -1.5% | +2.9% | +1.9% |
| 30D | +2.1% | -4.8% | +6.8% | +3.6% |
| 3M | -29.7% | +6.9% | -36.6% | -32.1% |
| 6M | +12.5% | +20.7% | -8.2% | +3.3% |
| YTD | +57.0% | +34.1% | +22.9% | +38.0% |
| 1Y | +103.9% | +22.6% | +81.3% | +84.6% |
| 3Y | +223.6% | +20.8% | +202.7% | +188.9% |
| 5Y | +321.6% | -24.9% | +346.4% | +348.4% |
| 10Y | +517.7% | -1.8% | +519.5% | +464.6% |
| All | +1,208.8% | +19.9% | +1,188.9% | +878.2% |
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