+99.1%
DE vs MTSI
+206.4%
-107.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.8% | +0.1% |
| 7D | +0.3% | +10.0% | -9.7% | -1.3% |
| 30D | +3.6% | -20.3% | +23.9% | +6.2% |
| 3M | +10.2% | -24.4% | +34.7% | +13.2% |
| 6M | +16.6% | -39.2% | +55.8% | +23.3% |
| YTD | +45.8% | +35.5% | +10.3% | +30.9% |
| 1Y | +43.9% | +43.0% | +0.9% | +27.5% |
| 3Y | +89.6% | +196.3% | -106.7% | +34.7% |
| All | +99.1% | +206.4% | -107.3% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling