+793.2%
DE vs MTSI
+512.4%
+280.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.0% | -6.1% | +1.3% |
| 7D | +3.5% | +3.5% | 0.0% | +2.4% |
| 30D | +11.3% | -30.3% | +41.6% | +17.4% |
| 3M | +11.6% | -26.0% | +37.6% | +15.5% |
| 6M | +20.9% | -36.1% | +56.9% | +27.1% |
| YTD | +49.7% | +34.3% | +15.4% | +34.6% |
| 1Y | +49.5% | +35.3% | +14.2% | +33.8% |
| 3Y | +94.7% | +217.6% | -123.0% | +40.9% |
| 5Y | +107.4% | +210.1% | -102.7% | +46.9% |
| 10Y | +793.2% | +471.4% | +321.7% | +370.4% |
| All | +793.2% | +512.4% | +280.8% | +370.4% |
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