-27.7%
MTSI vs DRI
+12.0%
-39.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -0.8% | -17.5% | -18.7% |
| 7D | -24.6% | +3.7% | -28.3% | -23.3% |
| 30D | -45.7% | +13.5% | -59.2% | -43.3% |
| 3M | -27.7% | +10.4% | -38.1% | -26.3% |
| All | -27.7% | +12.0% | -39.8% | -26.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling