+10.1%
DHR vs MTSI
+38.8%
-28.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.8% | -9.1% | +1.8% |
| 7D | -0.9% | -10.0% | +9.1% | -1.0% |
| 30D | +5.4% | -37.2% | +42.6% | +3.7% |
| 3M | +15.3% | -30.1% | +45.4% | +14.4% |
| 6M | +32.1% | -31.9% | +64.0% | +29.7% |
| YTD | +1.2% | +23.2% | -22.0% | -3.3% |
| 1Y | +10.1% | +26.4% | -16.3% | +6.6% |
| All | +10.1% | +38.8% | -28.7% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling