+162.4%
DLR vs MTSI
+448.7%
-286.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.8% | -11.1% | -1.9% |
| 7D | -3.6% | -10.0% | +6.4% | -2.3% |
| 30D | -3.5% | -37.2% | +33.7% | +2.9% |
| 3M | -8.9% | -30.1% | +21.1% | -4.8% |
| 6M | -11.6% | -31.9% | +20.3% | -8.4% |
| YTD | +14.9% | +23.2% | -8.3% | +7.8% |
| 1Y | +6.4% | +26.4% | -20.0% | -0.7% |
| 3Y | +47.3% | +186.2% | -138.9% | +20.3% |
| 5Y | +32.8% | +187.0% | -154.2% | +6.8% |
| All | +162.4% | +448.7% | -286.3% | +83.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling