+57.5%
DIA vs MTSI
+181.3%
-123.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.8% | -11.2% | -1.5% |
| 7D | -0.9% | -10.0% | +9.0% | -0.1% |
| 30D | +0.3% | -37.2% | +37.4% | +4.7% |
| 3M | -4.5% | -30.1% | +25.5% | -1.9% |
| 6M | +3.4% | -31.9% | +35.3% | +5.2% |
| YTD | +7.8% | +23.2% | -15.4% | -0.3% |
| 1Y | +10.7% | +26.4% | -15.6% | +1.9% |
| 3Y | +57.5% | +186.2% | -128.6% | +22.2% |
| All | +57.5% | +181.3% | -123.8% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling