+84.4%
DT vs MTSI
+1,069.3%
-984.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +9.0% | -7.8% | -1.6% |
| 7D | -20.2% | +3.5% | -23.8% | -22.0% |
| 30D | -30.8% | -30.3% | -0.4% | -23.7% |
| 3M | -10.2% | -26.0% | +15.8% | -4.8% |
| 6M | +8.0% | -36.1% | +44.1% | +15.9% |
| YTD | +1.5% | +34.3% | -32.8% | -22.9% |
| 1Y | -6.9% | +35.3% | -42.2% | -30.0% |
| 3Y | -10.9% | +217.6% | -228.5% | -60.0% |
| 5Y | -42.2% | +210.1% | -252.3% | -74.7% |
| All | +84.4% | +1,069.3% | -984.9% | -60.7% |
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