+103.9%
MTSI vs EFV
+30.7%
+73.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.6% |
| 7D | +1.4% | +1.5% | -0.1% | -0.5% |
| 30D | +2.1% | +1.7% | +0.3% | -0.1% |
| 3M | -29.7% | +8.6% | -38.4% | -36.3% |
| 6M | +12.5% | +11.7% | +0.9% | -2.3% |
| YTD | +57.0% | +19.3% | +37.8% | +19.7% |
| 1Y | +103.9% | +30.2% | +73.7% | +28.9% |
| All | +103.9% | +30.7% | +73.2% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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