-39.7%
DT vs MTSI
+247.2%
-286.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.3% | -8.6% | -0.6% |
| 7D | -5.4% | +7.2% | -12.6% | -7.4% |
| 30D | -32.2% | -18.4% | -13.8% | -29.8% |
| 3M | -10.9% | -16.7% | +5.8% | -9.5% |
| 6M | +10.0% | -31.7% | +41.7% | +14.6% |
| YTD | +2.1% | +45.9% | -43.8% | -21.2% |
| 1Y | -5.5% | +47.0% | -52.5% | -27.7% |
| 3Y | -12.4% | +224.1% | -236.5% | -59.5% |
| 5Y | -39.7% | +238.5% | -278.2% | -74.7% |
| All | -39.7% | +247.2% | -286.9% | -74.7% |
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 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