+4.8%
DASH vs MTSI
+372.2%
-367.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.0% | +9.3% | +8.7% |
| 7D | +17.2% | -10.7% | +27.8% | +21.6% |
| 30D | +3.6% | -29.0% | +32.5% | +15.8% |
| 3M | -1.9% | -14.7% | +12.8% | -0.9% |
| 6M | +15.1% | -20.1% | +35.2% | +12.4% |
| YTD | -12.3% | +36.1% | -48.4% | -38.0% |
| 1Y | -17.2% | +61.7% | -79.0% | -48.5% |
| 3Y | +114.7% | +210.7% | -96.0% | -24.5% |
| 5Y | -4.3% | +212.8% | -217.1% | -69.0% |
| All | +4.8% | +372.2% | -367.4% | -73.9% |
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