+231.9%
MTSI vs DOCU
+33.7%
+198.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.2% | +2.9% |
| 7D | +1.4% | +6.9% | -5.5% | +0.3% |
| 30D | +2.1% | +19.0% | -16.9% | -1.3% |
| 3M | -29.7% | +34.3% | -64.0% | -34.1% |
| 6M | +12.5% | +48.0% | -35.5% | +1.4% |
| YTD | +57.0% | 0.0% | +57.0% | +58.0% |
| 1Y | +103.9% | -10.3% | +114.2% | +110.8% |
| All | +231.9% | +33.7% | +198.2% | +181.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling