+502.4%
MTSI vs ED
+143.7%
+358.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.6% |
| 7D | +29.1% | -1.7% | +30.8% | +29.1% |
| 30D | -20.4% | +10.7% | -31.1% | -20.6% |
| 3M | -20.9% | +11.6% | -32.6% | -21.1% |
| 6M | -32.3% | +13.5% | -45.8% | -32.6% |
| YTD | +43.5% | +23.1% | +20.4% | +41.8% |
| 1Y | +43.8% | +23.1% | +20.7% | +42.0% |
| 3Y | +218.8% | +47.9% | +170.8% | +199.3% |
| 5Y | +228.3% | +83.9% | +144.5% | +191.2% |
| All | +502.4% | +143.7% | +358.6% | +450.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling