+1,208.8%
MTSI vs DVA
+318.2%
+890.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.2% |
| 7D | +1.4% | +1.8% | -0.4% | +1.0% |
| 30D | +2.1% | -2.5% | +4.6% | +2.5% |
| 3M | -29.7% | -4.3% | -25.5% | -29.8% |
| 6M | +12.5% | +18.9% | -6.3% | +5.8% |
| YTD | +57.0% | +61.9% | -4.9% | +34.9% |
| 1Y | +103.9% | +35.7% | +68.2% | +83.1% |
| 3Y | +223.6% | +78.6% | +144.9% | +157.9% |
| 5Y | +321.6% | +39.2% | +282.3% | +252.1% |
| 10Y | +517.7% | +184.0% | +333.7% | +275.8% |
| All | +1,208.8% | +318.2% | +890.6% | +601.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling