+21.2%
DVN vs MTSI
+183.3%
-162.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.8% | -12.4% | -3.4% |
| 7D | -19.1% | -10.0% | -9.1% | -17.9% |
| 30D | -11.8% | -37.2% | +25.3% | -5.3% |
| 3M | -1.5% | -30.1% | +28.6% | +3.0% |
| 6M | -8.2% | -31.9% | +23.7% | -5.8% |
| YTD | +17.4% | +23.2% | -5.8% | +1.1% |
| 1Y | +33.5% | +26.4% | +7.1% | +13.4% |
| 3Y | -0.3% | +186.2% | -186.5% | -38.8% |
| All | +21.2% | +183.3% | -162.1% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling