+237.1%
DIA vs MTSI
+539.0%
-302.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.3% | -9.8% | -1.0% |
| 7D | -1.6% | +7.2% | -8.8% | -3.0% |
| 30D | +1.3% | -18.4% | +19.7% | +3.4% |
| 3M | -2.1% | -16.7% | +14.6% | -1.0% |
| 6M | +6.2% | -31.7% | +37.9% | +9.5% |
| YTD | +10.3% | +45.9% | -35.5% | -0.2% |
| 1Y | +11.0% | +47.0% | -36.0% | +0.1% |
| 3Y | +60.4% | +224.1% | -163.7% | +23.4% |
| 5Y | +59.1% | +238.5% | -179.4% | +18.9% |
| 10Y | +237.1% | +512.7% | -275.6% | +100.7% |
| All | +237.1% | +539.0% | -302.0% | +100.7% |
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