+1,208.8%
MTSI vs ECL
+446.8%
+762.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.4% |
| 7D | +1.4% | -2.6% | +4.0% | +3.0% |
| 30D | +2.1% | -2.2% | +4.3% | +3.0% |
| 3M | -29.7% | +10.1% | -39.8% | -34.9% |
| 6M | +12.5% | -5.7% | +18.3% | +15.0% |
| YTD | +57.0% | +7.0% | +50.1% | +47.5% |
| 1Y | +103.9% | +2.7% | +101.3% | +95.0% |
| 3Y | +223.6% | +57.7% | +165.9% | +129.8% |
| 5Y | +321.6% | +31.1% | +290.4% | +230.1% |
| 10Y | +517.7% | +150.9% | +366.8% | +205.5% |
| All | +1,208.8% | +446.8% | +762.0% | +270.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling