+38.6%
DVN vs MTSI
+105.1%
-66.5%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -5.0% | -1.4% |
| 7D | +1.5% | +1.4% | +0.1% | +1.6% |
| 30D | +14.2% | +2.1% | +12.1% | +14.3% |
| 3M | +5.2% | -29.7% | +35.0% | +4.6% |
| 6M | +11.9% | +12.5% | -0.7% | +10.9% |
| YTD | +32.8% | +57.0% | -24.2% | +27.5% |
| 1Y | +38.6% | +103.9% | -65.3% | +21.5% |
| All | +38.6% | +105.1% | -66.5% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling