+1,019.0%
MTSI vs DOCU
+107.7%
+911.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.0% | -16.4% | -17.8% |
| 7D | -24.6% | -3.2% | -21.4% | -23.9% |
| 30D | -45.7% | +15.7% | -61.4% | -48.0% |
| 3M | -27.7% | +37.3% | -65.0% | -34.8% |
| 6M | -37.3% | +63.1% | -100.4% | -47.3% |
| YTD | +11.1% | +15.4% | -4.2% | +1.7% |
| 1Y | +27.2% | +11.3% | +15.9% | +17.5% |
| 3Y | +153.7% | +92.1% | +61.6% | +89.5% |
| 5Y | +159.0% | -70.5% | +229.5% | +200.3% |
| All | +1,019.0% | +107.7% | +911.4% | +518.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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