+158.2%
MTSI vs ED
+48.1%
+110.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | +0.9% | -19.3% | -17.6% |
| 7D | -24.6% | +5.2% | -29.7% | -21.3% |
| 30D | -45.7% | +15.5% | -61.2% | -38.9% |
| 3M | -27.7% | +13.0% | -40.8% | -20.2% |
| 6M | -37.3% | +13.1% | -50.4% | -30.0% |
| YTD | +11.1% | +25.3% | -14.1% | +33.0% |
| 1Y | +27.2% | +30.5% | -3.4% | +56.8% |
| All | +158.2% | +48.1% | +110.1% | +224.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling