+59.1%
DIA vs MTSI
+247.2%
-188.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.3% | -9.8% | -0.9% |
| 7D | -1.6% | +7.2% | -8.8% | -2.9% |
| 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% | +9.7% |
| YTD | +10.3% | +45.9% | -35.5% | -2.0% |
| 1Y | +11.0% | +47.0% | -36.0% | -1.7% |
| 3Y | +60.4% | +224.1% | -163.7% | +14.5% |
| 5Y | +59.1% | +238.5% | -179.4% | +5.8% |
| All | +59.1% | +247.2% | -188.1% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling