+87.8%
DT vs MTSI
+1,079.8%
-991.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.4% | +1.5% |
| 7D | +3.1% | +10.0% | -6.9% | -0.3% |
| 30D | -29.5% | -20.3% | -9.2% | -25.6% |
| 3M | -11.7% | -24.4% | +12.7% | -7.1% |
| 6M | +29.0% | -39.2% | +68.2% | +41.3% |
| YTD | +3.4% | +35.5% | -32.1% | -21.8% |
| 1Y | -4.2% | +43.0% | -47.3% | -29.6% |
| 3Y | -12.8% | +196.3% | -209.1% | -59.4% |
| 5Y | -39.6% | +210.0% | -249.6% | -73.6% |
| All | +87.8% | +1,079.8% | -991.9% | -60.2% |
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