+216.2%
MTSI vs DOCU
+94.9%
+121.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -10.7% | -3.7% | -6.9% | -10.3% |
| 30D | -29.0% | +15.0% | -43.9% | -30.4% |
| 3M | -14.7% | +39.9% | -54.6% | -19.4% |
| 6M | -20.1% | +66.2% | -86.2% | -28.1% |
| YTD | +36.1% | +17.7% | +18.4% | +33.8% |
| 1Y | +61.7% | +13.7% | +48.1% | +60.5% |
| All | +216.2% | +94.9% | +121.3% | +149.5% |
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