-26.7%
DT vs MTSI
+320.9%
-347.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -2.5% |
| 7D | -3.3% | +1.4% | -4.7% | -3.6% |
| 30D | +2.0% | +2.1% | 0.0% | +0.1% |
| 3M | +20.0% | -29.7% | +49.7% | +28.9% |
| 6M | +39.3% | +12.5% | +26.8% | +24.2% |
| YTD | +19.8% | +57.0% | -37.3% | -7.5% |
| 1Y | +4.3% | +103.9% | -99.6% | -29.4% |
| 3Y | +7.7% | +223.6% | -215.9% | -48.1% |
| All | -26.7% | +320.9% | -347.6% | -71.6% |
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 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