+451.3%
MTSI vs EFV
+157.1%
+294.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.4% | +12.2% | +12.6% |
| 7D | -10.0% | -0.7% | -9.3% | -9.2% |
| 30D | -37.2% | +0.9% | -38.1% | -37.9% |
| 3M | -30.1% | -3.6% | -26.5% | -26.9% |
| 6M | -31.9% | +2.5% | -34.4% | -34.0% |
| YTD | +23.2% | +13.2% | +10.0% | +5.1% |
| 1Y | +26.4% | +20.3% | +6.1% | -0.1% |
| 3Y | +186.2% | +84.9% | +101.2% | +30.7% |
| 5Y | +187.0% | +87.7% | +99.3% | +28.7% |
| All | +451.3% | +157.1% | +294.1% | +129.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling