+1,208.8%
MTSI vs DTE
+374.4%
+834.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.7% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | +2.1% | -2.6% | +4.6% | +3.0% |
| 3M | -29.7% | -3.9% | -25.8% | -29.1% |
| 6M | +12.5% | -7.9% | +20.4% | +15.0% |
| YTD | +57.0% | +7.2% | +49.8% | +52.1% |
| 1Y | +103.9% | +3.1% | +100.8% | +100.1% |
| 3Y | +223.6% | +47.6% | +176.0% | +171.7% |
| 5Y | +321.6% | +32.7% | +288.8% | +264.0% |
| 10Y | +517.7% | +138.8% | +379.0% | +321.3% |
| All | +1,208.8% | +374.4% | +834.3% | +472.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling