+238.5%
MTSI vs DRI
+78.6%
+159.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.1% | +10.2% | +10.3% |
| 7D | +7.2% | -0.7% | +7.9% | +7.6% |
| 30D | -18.4% | +14.7% | -33.1% | -23.3% |
| 3M | -16.7% | +5.4% | -22.1% | -19.3% |
| 6M | -31.7% | +18.8% | -50.5% | -38.1% |
| YTD | +45.9% | +28.4% | +17.5% | +26.1% |
| 1Y | +47.0% | +37.7% | +9.3% | +22.0% |
| 3Y | +224.1% | +68.0% | +156.1% | +131.0% |
| 5Y | +238.5% | +78.8% | +159.7% | +119.9% |
| All | +238.5% | +78.6% | +159.9% | +119.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling