+919.3%
DHI vs MTSI
+1,308.1%
-388.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.8% |
| 7D | -3.1% | +1.4% | -4.5% | -3.4% |
| 30D | -5.5% | +2.1% | -7.5% | -6.5% |
| 3M | -2.2% | -29.7% | +27.5% | +3.2% |
| 6M | -6.0% | +12.5% | -18.5% | -10.5% |
| YTD | 0.0% | +57.0% | -57.0% | -11.6% |
| 1Y | -18.2% | +103.9% | -122.2% | -32.1% |
| 3Y | +22.5% | +223.6% | -201.0% | -11.0% |
| 5Y | +58.4% | +321.6% | -263.2% | +7.3% |
| 10Y | +405.2% | +517.7% | -112.5% | +179.5% |
| All | +919.3% | +1,308.1% | -388.9% | +358.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling