+451.3%
MTSI vs ECL
+199.1%
+252.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.7% | +12.5% | +11.8% |
| 7D | -10.0% | -0.8% | -9.2% | -9.5% |
| 30D | -37.2% | +8.1% | -45.3% | -40.2% |
| 3M | -30.1% | +6.4% | -36.4% | -33.1% |
| 6M | -31.9% | +14.8% | -46.7% | -38.7% |
| YTD | +23.2% | +15.5% | +7.7% | +10.2% |
| 1Y | +26.4% | +20.1% | +6.3% | +10.0% |
| 3Y | +186.2% | +77.8% | +108.4% | +88.9% |
| 5Y | +187.0% | +37.9% | +149.2% | +119.2% |
| All | +451.3% | +199.1% | +252.2% | +184.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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