+58.2%
DIA vs MTSI
+153.8%
-95.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -18.4% | +14.8% | -1.6% |
| 7D | -1.6% | -24.6% | +23.0% | +1.1% |
| 30D | 0.0% | -45.7% | +45.7% | +6.0% |
| 3M | -4.9% | -27.7% | +22.8% | -2.9% |
| 6M | +5.0% | -37.3% | +42.3% | +7.9% |
| YTD | +8.2% | +11.1% | -2.9% | +1.3% |
| 1Y | +10.3% | +27.2% | -16.9% | +0.7% |
| All | +58.2% | +153.8% | -95.6% | +24.1% |
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 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