+967.4%
DHR vs MTSI
+1,085.8%
-118.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.6% |
| 7D | +2.6% | -3.8% | +6.4% | +2.8% |
| 30D | +7.4% | -31.4% | +38.8% | +12.1% |
| 3M | +13.0% | -23.8% | +36.7% | +15.5% |
| 6M | +38.5% | -37.1% | +75.5% | +43.5% |
| YTD | +3.8% | +32.2% | -28.5% | -4.5% |
| 1Y | +12.6% | +26.9% | -14.3% | +4.1% |
| 3Y | +22.0% | +193.7% | -171.8% | -3.2% |
| 5Y | -9.5% | +218.0% | -227.6% | -30.2% |
| 10Y | +249.4% | +477.8% | -228.4% | +125.5% |
| All | +967.4% | +1,085.8% | -118.4% | +506.7% |
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 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