+11.8%
DIA vs MTSI
+35.9%
-24.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +0.4% |
| 7D | +2.1% | +10.0% | -7.9% | +1.6% |
| 30D | +1.5% | -20.3% | +21.8% | +2.2% |
| 3M | -2.4% | -24.4% | +22.0% | -1.6% |
| 6M | +6.0% | -39.2% | +45.1% | +7.8% |
| YTD | +10.1% | +35.5% | -25.4% | +4.4% |
| 1Y | +11.8% | +43.0% | -31.2% | +5.1% |
| All | +11.8% | +35.9% | -24.1% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling