+484.1%
DHI vs MTSI
+465.0%
+19.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.3% | +1.8% |
| 7D | -4.1% | +10.0% | -14.1% | -5.9% |
| 30D | +9.3% | -20.3% | +29.6% | +12.1% |
| 3M | -2.6% | -24.4% | +21.9% | 0.0% |
| 6M | +4.1% | -39.2% | +43.3% | +10.1% |
| YTD | +2.3% | +35.5% | -33.2% | -9.8% |
| 1Y | +2.7% | +43.0% | -40.3% | -10.6% |
| 3Y | +23.2% | +196.3% | -173.1% | -13.1% |
| 5Y | +57.3% | +210.0% | -152.7% | +7.4% |
| All | +484.1% | +465.0% | +19.1% | +196.5% |
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