+57.3%
DVN vs MTSI
+465.0%
-407.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.3% | +2.1% |
| 7D | +10.4% | +10.0% | +0.4% | +7.6% |
| 30D | -6.7% | -20.3% | +13.7% | -2.9% |
| 3M | +5.6% | -24.4% | +30.0% | +9.9% |
| 6M | +0.7% | -39.2% | +39.9% | +8.2% |
| YTD | +29.6% | +35.5% | -5.9% | +9.1% |
| 1Y | +36.3% | +43.0% | -6.7% | +12.5% |
| 3Y | +13.2% | +196.3% | -183.1% | -28.2% |
| 5Y | +38.6% | +210.0% | -171.4% | -15.8% |
| All | +57.3% | +465.0% | -407.8% | -34.8% |
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