+183.6%
MTSI vs DVA
+75.9%
+107.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.8% | +12.6% | +10.9% |
| 7D | -10.0% | +2.1% | -12.0% | -10.1% |
| 30D | -37.2% | +8.2% | -45.4% | -37.6% |
| 3M | -30.1% | +5.9% | -36.0% | -30.5% |
| 6M | -31.9% | -1.3% | -30.6% | -32.2% |
| YTD | +23.2% | +68.4% | -45.2% | +15.4% |
| 1Y | +26.4% | +57.5% | -31.1% | +19.4% |
| 3Y | +186.2% | +142.3% | +43.8% | +150.8% |
| All | +183.6% | +75.9% | +107.7% | +160.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling