+468.8%
MTSI vs DTE
+152.1%
+316.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -5.9% | -5.7% |
| 7D | +10.0% | +3.4% | +6.6% | +8.7% |
| 30D | -20.3% | +8.9% | -29.2% | -22.8% |
| 3M | -24.4% | +1.1% | -25.5% | -24.7% |
| 6M | -39.2% | +0.1% | -39.3% | -39.5% |
| YTD | +35.5% | +11.1% | +24.4% | +29.2% |
| 1Y | +43.0% | +4.9% | +38.1% | +39.2% |
| 3Y | +196.3% | +58.6% | +137.7% | +137.7% |
| 5Y | +210.0% | +47.3% | +162.8% | +151.7% |
| All | +468.8% | +152.1% | +316.7% | +349.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling