+320.4%
MTSI vs ECL
+31.2%
+289.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.4% |
| 7D | +1.4% | -2.6% | +4.0% | +2.7% |
| 30D | +2.1% | -2.2% | +4.3% | +2.8% |
| 3M | -29.7% | +10.1% | -39.8% | -34.0% |
| 6M | +12.5% | -5.7% | +18.3% | +14.8% |
| YTD | +57.0% | +7.0% | +50.1% | +49.2% |
| 1Y | +103.9% | +2.7% | +101.3% | +97.0% |
| 3Y | +223.6% | +57.7% | +165.9% | +140.6% |
| All | +320.4% | +31.2% | +289.2% | +218.4% |
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