-9.4%
DVN vs MTSI
+1,004.6%
-1,014.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.8% | -12.4% | -4.0% |
| 7D | -19.1% | -10.0% | -9.1% | -17.6% |
| 30D | -11.8% | -37.2% | +25.3% | -3.2% |
| 3M | -1.5% | -30.1% | +28.6% | +4.3% |
| 6M | -8.2% | -31.9% | +23.7% | -4.7% |
| YTD | +17.4% | +23.2% | -5.8% | +2.7% |
| 1Y | +33.5% | +26.4% | +7.1% | +15.4% |
| 3Y | -0.3% | +186.2% | -186.5% | -33.6% |
| 5Y | +22.7% | +187.0% | -164.3% | -20.4% |
| 10Y | +51.8% | +460.4% | -408.6% | -29.4% |
| All | -9.4% | +1,004.6% | -1,014.0% | -62.4% |
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