+12.6%
DHR vs MTSI
+30.7%
-18.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.4% |
| 7D | +2.6% | -3.8% | +6.4% | +2.5% |
| 30D | +7.4% | -31.4% | +38.8% | +5.8% |
| 3M | +13.0% | -23.8% | +36.7% | +12.1% |
| 6M | +38.5% | -37.1% | +75.5% | +37.3% |
| YTD | +3.8% | +32.2% | -28.5% | -0.8% |
| 1Y | +12.6% | +26.9% | -14.3% | +8.7% |
| All | +12.6% | +30.7% | -18.1% | +8.7% |
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