+471.4%
MTSI vs DRI
+370.8%
+100.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.5% | +7.5% | +8.4% |
| 7D | +3.5% | +3.1% | +0.4% | +2.3% |
| 30D | -30.3% | +16.2% | -46.6% | -34.5% |
| 3M | -26.0% | +8.4% | -34.4% | -29.0% |
| 6M | -36.1% | +19.0% | -55.1% | -41.3% |
| YTD | +34.3% | +28.8% | +5.5% | +18.8% |
| 1Y | +35.3% | +33.1% | +2.1% | +17.8% |
| 3Y | +217.6% | +70.8% | +146.9% | +145.9% |
| 5Y | +210.1% | +74.2% | +135.9% | +136.3% |
| 10Y | +471.4% | +345.5% | +125.9% | +252.4% |
| All | +471.4% | +370.8% | +100.7% | +252.4% |
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