+468.8%
MTSI vs DRI
+331.7%
+137.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -5.9% | -5.7% |
| 7D | +10.0% | +1.1% | +8.9% | +9.6% |
| 30D | -20.3% | +9.7% | -30.0% | -23.4% |
| 3M | -24.4% | +3.2% | -27.6% | -26.0% |
| 6M | -39.2% | +20.6% | -59.7% | -44.4% |
| YTD | +35.5% | +28.3% | +7.2% | +20.1% |
| 1Y | +43.0% | +34.5% | +8.5% | +24.1% |
| 3Y | +196.3% | +66.5% | +129.7% | +131.6% |
| 5Y | +210.0% | +79.6% | +130.4% | +133.5% |
| All | +468.8% | +331.7% | +137.0% | +224.6% |
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