+940.9%
DHR vs MTSI
+1,004.6%
-63.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.8% | -9.1% | +0.3% |
| 7D | -0.9% | -10.0% | +9.1% | +0.2% |
| 30D | +5.4% | -37.2% | +42.6% | +11.3% |
| 3M | +15.3% | -30.1% | +45.4% | +19.3% |
| 6M | +32.1% | -31.9% | +64.0% | +35.1% |
| YTD | +1.2% | +23.2% | -22.0% | -6.0% |
| 1Y | +10.1% | +26.4% | -16.3% | +1.7% |
| 3Y | +19.9% | +186.2% | -166.3% | -4.7% |
| 5Y | -8.8% | +187.0% | -195.8% | -28.7% |
| 10Y | +255.3% | +460.4% | -205.1% | +130.5% |
| All | +940.9% | +1,004.6% | -63.7% | +497.4% |
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