+354.1%
DLR vs MTSI
+1,120.6%
-766.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.7% |
| 7D | +2.8% | -10.7% | +13.5% | +4.4% |
| 30D | +2.8% | -29.0% | +31.8% | +7.3% |
| 3M | -4.0% | -14.7% | +10.7% | -2.7% |
| 6M | -5.6% | -20.1% | +14.5% | -4.5% |
| YTD | +21.9% | +36.1% | -14.2% | +14.1% |
| 1Y | +13.0% | +61.7% | -48.7% | +3.1% |
| 3Y | +52.2% | +210.7% | -158.4% | +26.3% |
| 5Y | +40.3% | +212.8% | -172.5% | +14.8% |
| 10Y | +186.1% | +519.2% | -333.1% | +102.6% |
| All | +354.1% | +1,120.6% | -766.5% | +193.9% |
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