+206.9%
MTSI vs ECL
+38.6%
+168.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.2% | -6.3% |
| 7D | +10.0% | +2.9% | +7.1% | +8.6% |
| 30D | -20.3% | +7.5% | -27.8% | -23.0% |
| 3M | -24.4% | +12.2% | -36.7% | -28.8% |
| 6M | -39.2% | +24.6% | -63.7% | -46.3% |
| YTD | +35.5% | +18.8% | +16.7% | +22.2% |
| 1Y | +43.0% | +19.3% | +23.7% | +28.4% |
| 3Y | +196.3% | +78.2% | +118.1% | +105.5% |
| All | +206.9% | +38.6% | +168.3% | +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