-5.7%
DT vs MTSI
+59.5%
-65.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.6% |
| 7D | -25.5% | -10.7% | -14.9% | -26.2% |
| 30D | -22.3% | -29.0% | +6.7% | -25.1% |
| 3M | +2.3% | -14.7% | +17.0% | +1.9% |
| 6M | +20.7% | -20.1% | +40.8% | +18.9% |
| YTD | +7.9% | +36.1% | -28.2% | +12.4% |
| 1Y | -5.7% | +61.7% | -67.5% | -0.6% |
| All | -5.7% | +59.5% | -65.3% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling