+61.7%
MTSI vs DOV
+21.2%
+40.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | -10.7% | +2.2% | -12.9% | -12.4% |
| 30D | -29.0% | +11.2% | -40.2% | -34.5% |
| 3M | -14.7% | +1.6% | -16.3% | -15.7% |
| 6M | -20.1% | -3.2% | -16.9% | -18.6% |
| YTD | +36.1% | +9.7% | +26.4% | +31.8% |
| 1Y | +61.7% | +20.5% | +41.2% | +51.5% |
| All | +61.7% | +21.2% | +40.5% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 1y: compounded portfolio wealth divided by compounded DOV 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…
1y analysis · Full analysis span regression · 6 months rolling