+210.1%
MTSI vs ECL
+40.6%
+169.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.0% | +7.0% | +8.1% |
| 7D | +3.5% | -0.5% | +4.1% | +4.0% |
| 30D | -30.3% | +8.8% | -39.2% | -33.1% |
| 3M | -26.0% | +7.8% | -33.9% | -28.9% |
| 6M | -36.1% | +21.3% | -57.4% | -42.8% |
| YTD | +34.3% | +17.8% | +16.5% | +21.6% |
| 1Y | +35.3% | +21.1% | +14.2% | +20.4% |
| 3Y | +217.6% | +80.1% | +137.6% | +119.3% |
| 5Y | +210.1% | +40.5% | +169.6% | +119.4% |
| All | +210.1% | +40.6% | +169.5% | +119.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling