+158.2%
MTSI vs ECL
+81.2%
+77.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.9% | -15.4% | -17.6% |
| 7D | -24.6% | +1.7% | -26.2% | -24.7% |
| 30D | -45.7% | +8.9% | -54.6% | -46.9% |
| 3M | -27.7% | +7.4% | -35.2% | -29.1% |
| 6M | -37.3% | +19.3% | -56.6% | -41.6% |
| YTD | +11.1% | +17.4% | -6.3% | +4.2% |
| 1Y | +27.2% | +19.4% | +7.8% | +17.9% |
| All | +158.2% | +81.2% | +77.0% | +83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling