+61.7%
MTSI vs DRI
+34.0%
+27.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -0.1% |
| 7D | -10.7% | +6.5% | -17.1% | -9.7% |
| 30D | -29.0% | +16.4% | -45.4% | -27.6% |
| 3M | -14.7% | +13.6% | -28.3% | -13.2% |
| 6M | -20.1% | +22.0% | -42.1% | -19.2% |
| YTD | +36.1% | +29.3% | +6.8% | +41.5% |
| 1Y | +61.7% | +32.0% | +29.7% | +69.2% |
| All | +61.7% | +34.0% | +27.8% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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