+340.3%
MTSI vs DTE
+35.6%
+304.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.1% |
| 7D | +4.9% | +0.9% | +4.0% | +4.8% |
| 30D | -11.6% | -1.9% | -9.7% | -11.4% |
| 3M | -24.1% | -3.3% | -20.7% | -23.9% |
| 6M | +32.4% | -7.1% | +39.5% | +33.2% |
| YTD | +60.4% | +8.1% | +52.3% | +57.6% |
| 1Y | +111.0% | +5.3% | +105.7% | +108.0% |
| 3Y | +246.1% | +48.2% | +198.0% | +213.1% |
| 5Y | +340.3% | +33.2% | +307.1% | +305.8% |
| All | +340.3% | +35.6% | +304.7% | +305.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling