+217.6%
MTSI vs DRI
+70.6%
+147.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.5% | +7.5% | +8.7% |
| 7D | +3.5% | +3.1% | +0.4% | +2.9% |
| 30D | -30.3% | +16.2% | -46.6% | -32.7% |
| 3M | -26.0% | +8.4% | -34.4% | -27.6% |
| 6M | -36.1% | +19.0% | -55.1% | -39.6% |
| YTD | +34.3% | +28.8% | +5.5% | +22.8% |
| 1Y | +35.3% | +33.1% | +2.1% | +21.9% |
| 3Y | +217.6% | +70.8% | +146.9% | +140.9% |
| All | +217.6% | +70.6% | +147.0% | +140.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling