+826.3%
MTSI vs DRI
+678.4%
+147.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -0.8% | -17.5% | -18.0% |
| 7D | -24.6% | +3.7% | -28.3% | -25.7% |
| 30D | -45.7% | +13.5% | -59.2% | -48.5% |
| 3M | -27.7% | +10.4% | -38.1% | -31.1% |
| 6M | -37.3% | +19.5% | -56.8% | -42.6% |
| YTD | +11.1% | +28.2% | -17.1% | -1.6% |
| 1Y | +27.2% | +31.0% | -3.8% | +11.2% |
| 3Y | +153.7% | +67.1% | +86.6% | +97.7% |
| 5Y | +159.0% | +74.7% | +84.3% | +96.9% |
| 10Y | +405.6% | +376.2% | +29.4% | +137.3% |
| All | +826.3% | +678.4% | +147.9% | +262.5% |
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