+103.9%
MTSI vs DTE
+3.0%
+100.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.5% |
| 7D | +1.4% | +0.2% | +1.2% | +1.4% |
| 30D | +2.1% | -2.6% | +4.6% | +2.1% |
| 3M | -29.7% | -3.9% | -25.8% | -30.5% |
| 6M | +12.5% | -7.9% | +20.4% | +12.0% |
| YTD | +57.0% | +7.2% | +49.8% | +46.1% |
| 1Y | +103.9% | +3.1% | +100.8% | +92.5% |
| All | +103.9% | +3.0% | +100.9% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling