+784.1%
DE vs MTSI
+539.0%
+245.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.3% | -9.7% | -1.2% |
| 7D | +2.3% | +7.2% | -4.9% | +0.4% |
| 30D | +9.3% | -18.4% | +27.8% | +12.1% |
| 3M | +12.2% | -16.7% | +28.9% | +13.6% |
| 6M | +18.1% | -31.7% | +49.8% | +22.7% |
| YTD | +49.8% | +45.9% | +3.9% | +32.6% |
| 1Y | +46.4% | +47.0% | -0.6% | +29.1% |
| 3Y | +92.5% | +224.1% | -131.5% | +39.0% |
| 5Y | +107.4% | +238.5% | -131.1% | +44.5% |
| 10Y | +784.1% | +512.7% | +271.4% | +353.8% |
| All | +784.1% | +539.0% | +245.0% | +353.8% |
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