+231.9%
MTSI vs DRI
+53.9%
+178.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.6% |
| 7D | +1.4% | +0.6% | +0.8% | +1.2% |
| 30D | +2.1% | +3.8% | -1.8% | +1.0% |
| 3M | -29.7% | +13.0% | -42.7% | -32.6% |
| 6M | +12.5% | +8.3% | +4.2% | +9.3% |
| YTD | +57.0% | +20.6% | +36.4% | +46.3% |
| 1Y | +103.9% | +6.5% | +97.5% | +98.7% |
| All | +231.9% | +53.9% | +178.0% | +178.1% |
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