-6.8%
DVN vs MTSI
+1,085.8%
-1,092.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.7% |
| 7D | -8.8% | -3.8% | -5.0% | -8.6% |
| 30D | -10.0% | -31.4% | +21.3% | -3.3% |
| 3M | -3.7% | -23.8% | +20.1% | -0.1% |
| 6M | -3.5% | -37.1% | +33.5% | +2.5% |
| YTD | +20.8% | +32.2% | -11.5% | +3.8% |
| 1Y | +31.2% | +26.9% | +4.3% | +13.5% |
| 3Y | +5.0% | +193.7% | -188.8% | -30.4% |
| 5Y | +29.9% | +218.0% | -188.1% | -17.9% |
| 10Y | +45.5% | +477.8% | -432.3% | -33.0% |
| All | -6.8% | +1,085.8% | -1,092.6% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling