-37.3%
MTSI vs ED
+12.6%
-49.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | +0.9% | -19.3% | -16.9% |
| 7D | -24.6% | +5.2% | -29.7% | -18.5% |
| 30D | -45.7% | +15.5% | -61.2% | -33.8% |
| 3M | -27.7% | +13.0% | -40.8% | -15.2% |
| 6M | -37.3% | +13.1% | -50.4% | -22.6% |
| All | -37.3% | +12.6% | -49.9% | -22.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling