+62.5%
DVN vs MTSI
+571.2%
-508.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | +0.2% |
| 7D | -0.1% | +11.1% | -11.2% | -2.7% |
| 30D | +8.0% | -3.7% | +11.7% | +8.5% |
| 3M | +11.9% | -20.2% | +32.2% | +16.0% |
| 6M | +10.6% | +30.8% | -20.2% | -1.8% |
| YTD | +35.4% | +67.0% | -31.7% | +11.0% |
| 1Y | +46.5% | +120.4% | -74.0% | +9.7% |
| 3Y | +3.0% | +260.4% | -257.4% | -36.1% |
| 5Y | +120.5% | +356.3% | -235.7% | +24.3% |
| 10Y | +62.5% | +581.1% | -518.6% | -36.0% |
| All | +62.5% | +571.2% | -508.7% | -36.0% |
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