+1,095.9%
MTSI vs DOV
+530.2%
+565.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.6% |
| 7D | +29.1% | +3.4% | +25.7% | +26.3% |
| 30D | -20.4% | +8.8% | -29.2% | -24.5% |
| 3M | -20.9% | +0.9% | -21.9% | -20.8% |
| 6M | -32.3% | -2.8% | -29.4% | -30.2% |
| YTD | +43.5% | +8.1% | +35.4% | +36.5% |
| 1Y | +43.8% | +15.2% | +28.6% | +30.6% |
| 3Y | +218.8% | +64.5% | +154.2% | +126.4% |
| 5Y | +228.3% | +28.9% | +199.5% | +174.1% |
| 10Y | +502.6% | +328.7% | +174.0% | +139.7% |
| All | +1,095.9% | +530.2% | +565.7% | +271.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling