+926.7%
MTSI vs DTE
+375.3%
+551.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.2% | +10.7% | +10.8% |
| 7D | -10.0% | -0.3% | -9.7% | -9.8% |
| 30D | -37.2% | +6.2% | -43.4% | -38.5% |
| 3M | -30.1% | -2.6% | -27.4% | -29.5% |
| 6M | -31.9% | -3.5% | -28.4% | -31.4% |
| YTD | +23.2% | +7.4% | +15.8% | +19.1% |
| 1Y | +26.4% | +4.2% | +22.2% | +23.5% |
| 3Y | +186.2% | +51.7% | +134.4% | +137.9% |
| 5Y | +187.0% | +39.7% | +147.4% | +142.6% |
| 10Y | +460.4% | +137.5% | +322.9% | +282.5% |
| All | +926.7% | +375.3% | +551.4% | +348.0% |
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