+28.9%
MTSI vs DVA
+52.7%
-23.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -3.0% | +12.1% | +8.5% |
| 7D | +3.5% | -0.1% | +3.6% | +3.5% |
| 30D | -30.3% | +3.5% | -33.8% | -29.7% |
| 3M | -26.0% | +1.0% | -27.0% | -25.5% |
| 6M | -36.1% | -6.6% | -29.5% | -35.9% |
| YTD | +34.3% | +63.3% | -29.0% | +42.7% |
| All | +28.9% | +52.7% | -23.8% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling