+21.8%
DHI vs MTSI
+241.4%
-219.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -3.2% |
| 7D | -2.0% | +4.9% | -6.9% | -2.6% |
| 30D | -8.3% | -11.6% | +3.3% | -7.2% |
| 3M | -3.7% | -24.1% | +20.3% | -0.8% |
| 6M | -5.4% | +32.4% | -37.8% | -10.7% |
| YTD | -3.0% | +60.4% | -63.4% | -11.4% |
| 1Y | -23.8% | +111.0% | -134.8% | -33.7% |
| 3Y | +21.8% | +246.1% | -224.3% | -16.1% |
| All | +21.8% | +241.4% | -219.6% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling