-5.2%
DASH vs MTSI
+327.3%
-332.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.8% | -11.0% | -4.2% |
| 7D | +0.4% | -10.0% | +10.4% | +3.5% |
| 30D | -6.0% | -37.2% | +31.1% | +9.7% |
| 3M | -15.8% | -30.1% | +14.3% | -7.9% |
| 6M | +7.0% | -31.9% | +38.9% | +11.3% |
| YTD | -20.7% | +23.2% | -43.8% | -42.1% |
| 1Y | -8.5% | +26.4% | -34.9% | -34.7% |
| 3Y | +101.8% | +186.2% | -84.4% | -27.7% |
| 5Y | -9.6% | +187.0% | -196.6% | -70.0% |
| All | -5.2% | +327.3% | -332.5% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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