+852.9%
DE vs MTSI
+529.6%
+323.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.3% |
| 7D | +0.7% | +4.9% | -4.2% | -0.2% |
| 30D | +9.6% | -11.6% | +21.2% | +11.8% |
| 3M | +19.0% | -24.1% | +43.0% | +23.9% |
| 6M | +16.1% | +32.4% | -16.4% | +7.6% |
| YTD | +47.0% | +60.4% | -13.4% | +30.4% |
| 1Y | +43.1% | +111.0% | -67.8% | +19.2% |
| 3Y | +77.5% | +246.1% | -168.6% | +29.0% |
| 5Y | +96.4% | +340.3% | -244.0% | +32.6% |
| 10Y | +852.9% | +539.5% | +313.4% | +394.4% |
| All | +852.9% | +529.6% | +323.3% | +394.4% |
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