+1,208.8%
MTSI vs DRI
+632.3%
+576.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | +1.4% | +0.6% | +0.8% | +1.1% |
| 30D | +2.1% | +3.8% | -1.8% | +0.4% |
| 3M | -29.7% | +13.0% | -42.7% | -33.7% |
| 6M | +12.5% | +8.3% | +4.2% | +7.8% |
| YTD | +57.0% | +20.6% | +36.4% | +43.5% |
| 1Y | +103.9% | +6.5% | +97.5% | +95.1% |
| 3Y | +223.6% | +53.7% | +169.9% | +162.5% |
| 5Y | +321.6% | +72.7% | +248.9% | +224.1% |
| 10Y | +517.7% | +363.2% | +154.6% | +194.6% |
| All | +1,208.8% | +632.3% | +576.5% | +428.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling