+246.1%
MTSI vs DTE
+48.7%
+197.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.2% |
| 7D | +4.9% | +0.9% | +4.0% | +4.9% |
| 30D | -11.6% | -1.9% | -9.7% | -11.6% |
| 3M | -24.1% | -3.3% | -20.7% | -24.3% |
| 6M | +32.4% | -7.1% | +39.5% | +31.9% |
| YTD | +60.4% | +8.1% | +52.3% | +59.5% |
| 1Y | +111.0% | +5.3% | +105.7% | +109.7% |
| 3Y | +246.1% | +48.2% | +198.0% | +228.3% |
| All | +246.1% | +48.7% | +197.5% | +228.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling