+39.0%
DVN vs MTSI
+59.5%
-20.5%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.0% | -6.3% | -7.4% |
| 7D | -13.9% | -10.7% | -3.3% | -14.4% |
| 30D | -8.0% | -29.0% | +20.9% | -9.7% |
| 3M | +0.8% | -14.7% | +15.5% | +0.5% |
| 6M | -12.8% | -20.1% | +7.3% | -12.6% |
| YTD | +22.7% | +36.1% | -13.4% | +26.3% |
| 1Y | +39.0% | +61.7% | -22.7% | +44.2% |
| All | +39.0% | +59.5% | -20.5% | +44.2% |
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