+539.5%
MTSI vs DVA
+178.6%
+361.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.6% |
| 7D | +4.9% | +2.2% | +2.7% | +4.4% |
| 30D | -11.6% | -2.0% | -9.6% | -11.3% |
| 3M | -24.1% | -6.3% | -17.8% | -23.8% |
| 6M | +32.4% | +19.4% | +13.0% | +25.3% |
| YTD | +60.4% | +58.5% | +1.9% | +41.1% |
| 1Y | +111.0% | +33.9% | +77.1% | +92.7% |
| 3Y | +246.1% | +88.4% | +157.7% | +178.7% |
| 5Y | +340.3% | +39.5% | +300.8% | +276.1% |
| 10Y | +539.5% | +179.5% | +360.0% | +320.9% |
| All | +539.5% | +178.6% | +361.0% | +320.9% |
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