+210.7%
DHR vs MTSI
+513.8%
-303.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -2.1% |
| 7D | -3.9% | +1.4% | -5.3% | -4.1% |
| 30D | +4.0% | +2.1% | +1.9% | +3.2% |
| 3M | +11.5% | -29.7% | +41.2% | +16.0% |
| 6M | +1.9% | +12.5% | -10.7% | -2.6% |
| YTD | -8.9% | +57.0% | -65.9% | -17.9% |
| 1Y | +5.1% | +103.9% | -98.8% | -9.9% |
| 3Y | -10.3% | +223.6% | -233.9% | -30.8% |
| 5Y | -27.8% | +321.6% | -349.3% | -47.5% |
| All | +210.7% | +513.8% | -303.1% | +84.2% |
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