+512.7%
MTSI vs DVA
+206.9%
+305.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.4% | +8.0% | +9.9% |
| 7D | +7.2% | -4.8% | +11.9% | +8.0% |
| 30D | -18.4% | +0.9% | -19.4% | -19.0% |
| 3M | -16.7% | +2.9% | -19.6% | -17.8% |
| 6M | -31.7% | -7.8% | -24.0% | -31.8% |
| YTD | +45.9% | +61.5% | -15.6% | +26.8% |
| 1Y | +47.0% | +50.1% | -3.1% | +29.9% |
| 3Y | +224.1% | +121.1% | +103.0% | +150.2% |
| 5Y | +238.5% | +72.9% | +165.6% | +167.6% |
| 10Y | +512.7% | +208.2% | +304.5% | +343.0% |
| All | +512.7% | +206.9% | +305.8% | +343.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling