+514.9%
MTSI vs DRI
+361.6%
+153.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | +1.4% | +0.6% | +0.8% | +1.1% |
| 30D | +2.1% | +3.8% | -1.8% | +0.5% |
| 3M | -29.7% | +13.0% | -42.7% | -33.6% |
| 6M | +12.5% | +8.3% | +4.2% | +7.9% |
| YTD | +57.0% | +20.6% | +36.4% | +43.6% |
| 1Y | +103.9% | +6.5% | +97.5% | +95.3% |
| 3Y | +223.6% | +53.7% | +169.9% | +163.0% |
| 5Y | +321.6% | +72.7% | +248.9% | +224.8% |
| All | +514.9% | +361.6% | +153.3% | +248.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling