+83.2%
DT vs MTSI
+867.7%
-784.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -18.4% | +11.8% | -0.7% |
| 7D | -28.3% | -24.6% | -3.7% | -22.1% |
| 30D | -28.4% | -45.7% | +17.3% | -14.2% |
| 3M | -14.1% | -27.7% | +13.7% | -9.0% |
| 6M | +13.2% | -37.3% | +50.4% | +20.8% |
| YTD | +0.8% | +11.1% | -10.3% | -18.3% |
| 1Y | -7.8% | +27.2% | -35.0% | -30.5% |
| 3Y | -8.3% | +153.7% | -162.0% | -55.3% |
| 5Y | -42.7% | +159.0% | -201.7% | -73.4% |
| All | +83.2% | +867.7% | -784.5% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling