+40.5%
DVN vs MTSI
+512.4%
-471.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.0% | -8.6% | -1.7% |
| 7D | -12.8% | +3.5% | -16.3% | -14.2% |
| 30D | -12.1% | -30.3% | +18.2% | -5.6% |
| 3M | -0.7% | -26.0% | +25.3% | +3.9% |
| 6M | -5.8% | -36.1% | +30.3% | 0.0% |
| YTD | +17.9% | +34.3% | -16.3% | -0.3% |
| 1Y | +29.0% | +35.3% | -6.2% | +8.2% |
| 3Y | +6.0% | +217.6% | -211.7% | -33.9% |
| 5Y | +22.1% | +210.1% | -188.0% | -25.7% |
| 10Y | +40.5% | +471.4% | -430.9% | -40.5% |
| All | +40.5% | +512.4% | -471.8% | -40.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling