+240.2%
DIA vs MTSI
+448.7%
-208.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.8% | -11.2% | -2.0% |
| 7D | -0.9% | -10.0% | +9.0% | +0.2% |
| 30D | +0.3% | -37.2% | +37.4% | +6.4% |
| 3M | -4.5% | -30.1% | +25.5% | -0.9% |
| 6M | +3.4% | -31.9% | +35.3% | +6.3% |
| YTD | +7.8% | +23.2% | -15.4% | 0.0% |
| 1Y | +10.7% | +26.4% | -15.6% | +2.1% |
| 3Y | +57.5% | +186.2% | -128.6% | +23.5% |
| 5Y | +53.7% | +187.0% | -133.3% | +17.8% |
| All | +240.2% | +448.7% | -208.5% | +108.7% |
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 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