+26.4%
MTSI vs ED
+26.3%
+0.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.4% | +13.2% | +8.0% |
| 7D | -10.0% | +1.6% | -11.6% | -8.0% |
| 30D | -37.2% | +13.3% | -50.5% | -28.4% |
| 3M | -30.1% | +9.7% | -39.8% | -22.9% |
| 6M | -31.9% | +12.8% | -44.7% | -22.5% |
| YTD | +23.2% | +22.3% | +0.9% | +52.2% |
| 1Y | +26.4% | +26.3% | +0.1% | +63.3% |
| All | +26.4% | +26.3% | +0.1% | +63.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling