+826.3%
MTSI vs ED
+255.1%
+571.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | +0.9% | -19.3% | -18.4% |
| 7D | -24.6% | +5.2% | -29.7% | -24.7% |
| 30D | -45.7% | +15.5% | -61.2% | -46.0% |
| 3M | -27.7% | +13.0% | -40.8% | -28.0% |
| 6M | -37.3% | +13.1% | -50.4% | -37.6% |
| YTD | +11.1% | +25.3% | -14.1% | +9.6% |
| 1Y | +27.2% | +30.5% | -3.4% | +24.9% |
| 3Y | +153.7% | +49.3% | +104.3% | +139.8% |
| 5Y | +159.0% | +84.6% | +74.4% | +134.0% |
| 10Y | +405.6% | +135.4% | +270.1% | +344.3% |
| All | +826.3% | +255.1% | +571.2% | +631.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling