+159.0%
MTSI vs DOCU
-71.9%
+230.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.0% | -16.4% | -17.9% |
| 7D | -24.6% | -3.2% | -21.4% | -24.0% |
| 30D | -45.7% | +15.7% | -61.4% | -47.6% |
| 3M | -27.7% | +37.3% | -65.0% | -33.6% |
| 6M | -37.3% | +63.1% | -100.4% | -45.7% |
| YTD | +11.1% | +15.4% | -4.2% | +4.0% |
| 1Y | +27.2% | +11.3% | +15.9% | +20.0% |
| 3Y | +153.7% | +92.1% | +61.6% | +99.3% |
| 5Y | +159.0% | -70.5% | +229.5% | +144.8% |
| All | +159.0% | -71.9% | +230.8% | +144.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling