+183.6%
MTSI vs DRI
+74.0%
+109.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.0% | +11.9% | +11.2% |
| 7D | -10.0% | +2.8% | -12.8% | -11.1% |
| 30D | -37.2% | +13.3% | -50.4% | -40.7% |
| 3M | -30.1% | +8.2% | -38.2% | -33.1% |
| 6M | -31.9% | +17.5% | -49.4% | -38.0% |
| YTD | +23.2% | +26.9% | -3.7% | +6.8% |
| 1Y | +26.4% | +31.6% | -5.2% | +7.2% |
| 3Y | +186.2% | +67.0% | +119.2% | +103.9% |
| All | +183.6% | +74.0% | +109.6% | +86.3% |
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 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