+183.6%
MTSI vs DOV
+25.3%
+158.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.6% | +10.2% | +10.3% |
| 7D | -10.0% | -1.9% | -8.1% | -8.1% |
| 30D | -37.2% | +8.3% | -45.5% | -40.9% |
| 3M | -30.1% | -3.1% | -27.0% | -27.6% |
| 6M | -31.9% | -9.8% | -22.1% | -25.3% |
| YTD | +23.2% | +5.2% | +18.0% | +18.1% |
| 1Y | +26.4% | +15.3% | +11.1% | +11.8% |
| 3Y | +186.2% | +58.8% | +127.4% | +90.8% |
| All | +183.6% | +25.3% | +158.3% | +122.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling