-43.0%
DT vs MTSI
+183.3%
-226.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.8% | -11.4% | -3.0% |
| 7D | -24.7% | -10.0% | -14.7% | -23.3% |
| 30D | -27.4% | -37.2% | +9.8% | -20.1% |
| 3M | -11.1% | -30.1% | +18.9% | -5.9% |
| 6M | +13.7% | -31.9% | +45.6% | +16.6% |
| YTD | +0.2% | +23.2% | -22.9% | -19.6% |
| 1Y | -5.7% | +26.4% | -32.1% | -25.7% |
| 3Y | -8.1% | +186.2% | -194.3% | -57.2% |
| All | -43.0% | +183.3% | -226.3% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling