+111.8%
DVN vs MTSI
+320.9%
-209.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -5.0% | -2.2% |
| 7D | +1.5% | +1.4% | +0.1% | +1.2% |
| 30D | +14.2% | +2.1% | +12.1% | +12.9% |
| 3M | +5.2% | -29.7% | +35.0% | +11.5% |
| 6M | +11.9% | +12.5% | -0.7% | +3.5% |
| YTD | +32.8% | +57.0% | -24.2% | +10.9% |
| 1Y | +38.6% | +103.9% | -65.3% | +5.5% |
| 3Y | +0.5% | +223.6% | -223.0% | -38.2% |
| All | +111.8% | +320.9% | -209.1% | +10.8% |
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 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