+11.7%
DASH vs MTSI
+444.8%
-433.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.5% | -8.1% | -6.1% |
| 7D | -10.6% | +1.4% | -12.0% | -11.2% |
| 30D | +2.2% | +2.1% | +0.1% | -0.5% |
| 3M | +32.3% | -29.7% | +62.0% | +48.0% |
| 6M | +19.1% | +12.5% | +6.6% | +1.2% |
| YTD | -6.5% | +57.0% | -63.5% | -35.3% |
| 1Y | -14.9% | +103.9% | -118.8% | -51.3% |
| 3Y | +151.9% | +223.6% | -71.6% | -6.1% |
| 5Y | +9.4% | +321.6% | -312.1% | -68.1% |
| All | +11.7% | +444.8% | -433.0% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling