-0.3%
DVN vs MTSI
+181.3%
-181.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.8% | -12.4% | -2.7% |
| 7D | -19.1% | -10.0% | -9.1% | -18.3% |
| 30D | -11.8% | -37.2% | +25.3% | -8.0% |
| 3M | -1.5% | -30.1% | +28.6% | +1.3% |
| 6M | -8.2% | -31.9% | +23.7% | -6.9% |
| YTD | +17.4% | +23.2% | -5.8% | +3.7% |
| 1Y | +33.5% | +26.4% | +7.1% | +16.5% |
| 3Y | -0.3% | +186.2% | -186.5% | -36.8% |
| All | -0.3% | +181.3% | -181.6% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling