+210.1%
MTSI vs ED
+82.1%
+128.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.1% | +9.2% | +9.0% |
| 7D | +3.5% | -0.1% | +3.6% | +3.7% |
| 30D | -30.3% | +11.6% | -41.9% | -27.6% |
| 3M | -26.0% | +10.5% | -36.5% | -23.4% |
| 6M | -36.1% | +13.2% | -49.3% | -33.3% |
| YTD | +34.3% | +22.1% | +12.1% | +42.5% |
| 1Y | +35.3% | +24.2% | +11.1% | +44.2% |
| 3Y | +217.6% | +46.9% | +170.7% | +228.8% |
| 5Y | +210.1% | +80.8% | +129.3% | +205.3% |
| All | +210.1% | +82.1% | +128.0% | +205.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling