+240.9%
DIA vs MTSI
+512.4%
-271.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.0% | -6.8% | +0.9% |
| 7D | +0.8% | +3.5% | -2.8% | -0.1% |
| 30D | +1.4% | -30.3% | +31.7% | +6.0% |
| 3M | -2.7% | -26.0% | +23.3% | +0.2% |
| 6M | +6.2% | -36.1% | +42.3% | +10.6% |
| YTD | +10.1% | +34.3% | -24.2% | +0.9% |
| 1Y | +13.0% | +35.3% | -22.3% | +3.2% |
| 3Y | +61.9% | +217.6% | -155.8% | +24.9% |
| 5Y | +57.1% | +210.1% | -153.0% | +19.0% |
| 10Y | +240.9% | +471.4% | -230.5% | +106.0% |
| All | +240.9% | +512.4% | -271.5% | +106.0% |
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