+231.9%
MTSI vs ECL
+57.4%
+174.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.4% |
| 7D | +1.4% | -2.6% | +4.0% | +2.2% |
| 30D | +2.1% | -2.2% | +4.3% | +2.6% |
| 3M | -29.7% | +10.1% | -39.8% | -33.2% |
| 6M | +12.5% | -5.7% | +18.3% | +14.7% |
| YTD | +57.0% | +7.0% | +50.1% | +50.9% |
| 1Y | +103.9% | +2.7% | +101.3% | +99.1% |
| All | +231.9% | +57.4% | +174.5% | +154.2% |
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