+43.9%
DVN vs MTSI
+110.2%
-66.3%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.8% |
| 7D | -1.3% | +4.9% | -6.2% | -1.1% |
| 30D | +12.6% | -11.6% | +24.2% | +12.2% |
| 3M | +8.1% | -24.1% | +32.2% | +7.6% |
| 6M | +10.2% | +32.4% | -22.3% | +8.4% |
| YTD | +33.8% | +60.4% | -26.7% | +28.9% |
| 1Y | +43.9% | +111.0% | -67.1% | +26.1% |
| All | +43.9% | +110.2% | -66.3% | +26.1% |
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