+424.0%
DIA vs MTSI
+896.6%
-472.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -18.4% | +14.8% | -1.0% |
| 7D | -1.6% | -24.6% | +23.0% | +2.0% |
| 30D | 0.0% | -45.7% | +45.7% | +8.0% |
| 3M | -4.9% | -27.7% | +22.8% | -2.1% |
| 6M | +5.0% | -37.3% | +42.3% | +9.2% |
| YTD | +8.2% | +11.1% | -2.9% | +2.6% |
| 1Y | +10.3% | +27.2% | -16.9% | +2.2% |
| 3Y | +58.4% | +153.7% | -95.3% | +29.3% |
| 5Y | +54.3% | +159.0% | -104.6% | +23.3% |
| 10Y | +248.6% | +405.6% | -157.0% | +127.6% |
| All | +424.0% | +896.6% | -472.6% | +213.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling