+778.6%
DE vs MTSI
+448.7%
+329.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.8% | -9.6% | -0.7% |
| 7D | -0.6% | -10.0% | +9.4% | +0.8% |
| 30D | +2.3% | -37.2% | +39.4% | +9.9% |
| 3M | +9.5% | -30.1% | +39.6% | +14.5% |
| 6M | +14.1% | -31.9% | +46.0% | +18.2% |
| YTD | +45.4% | +23.2% | +22.2% | +32.9% |
| 1Y | +42.9% | +26.4% | +16.5% | +29.5% |
| 3Y | +84.8% | +186.2% | -101.3% | +36.4% |
| 5Y | +101.8% | +187.0% | -85.2% | +45.0% |
| All | +778.6% | +448.7% | +329.9% | +364.9% |
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 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