+43.8%
MTSI vs DRI
+36.6%
+7.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.7% |
| 7D | +29.1% | -0.3% | +29.4% | +29.0% |
| 30D | -20.4% | +10.8% | -31.2% | -19.5% |
| 3M | -20.9% | +0.9% | -21.8% | -19.9% |
| 6M | -32.3% | +16.3% | -48.6% | -31.8% |
| YTD | +43.5% | +27.8% | +15.7% | +43.0% |
| 1Y | +43.8% | +33.9% | +10.0% | +41.2% |
| All | +43.8% | +36.6% | +7.2% | +41.2% |
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