+181.2%
DLR vs MTSI
+465.0%
-283.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.6% | +3.7% | -1.0% |
| 7D | +3.3% | +10.0% | -6.7% | +1.7% |
| 30D | +4.6% | -20.3% | +24.9% | +7.5% |
| 3M | -8.3% | -24.4% | +16.1% | -5.4% |
| 6M | -5.6% | -39.2% | +33.6% | -0.4% |
| YTD | +18.7% | +35.5% | -16.8% | +9.5% |
| 1Y | +17.1% | +43.0% | -25.9% | +7.1% |
| 3Y | +54.4% | +196.3% | -141.9% | +24.9% |
| 5Y | +36.5% | +210.0% | -173.6% | +8.0% |
| All | +181.2% | +465.0% | -283.9% | +91.2% |
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 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