+539.5%
MTSI vs AEIS
+546.3%
-6.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +0.3% |
| 7D | +4.9% | +8.1% | -3.3% | -0.5% |
| 30D | -11.6% | -11.1% | -0.5% | -4.2% |
| 3M | -24.1% | -5.6% | -18.4% | -21.9% |
| 6M | +32.4% | -0.6% | +33.1% | +29.6% |
| YTD | +60.4% | +38.0% | +22.4% | +25.0% |
| 1Y | +111.0% | +87.2% | +23.7% | +31.8% |
| 3Y | +246.1% | +179.7% | +66.5% | +58.1% |
| 5Y | +340.3% | +241.7% | +98.6% | +73.0% |
| 10Y | +539.5% | +547.2% | -7.7% | +39.7% |
| All | +539.5% | +546.3% | -6.8% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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