+111.0%
MTSI vs EFV
+28.1%
+82.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +3.1% |
| 7D | +4.9% | +1.0% | +3.9% | +3.5% |
| 30D | -11.6% | +0.2% | -11.8% | -11.8% |
| 3M | -24.1% | +9.6% | -33.7% | -32.1% |
| 6M | +32.4% | +14.0% | +18.4% | +11.9% |
| YTD | +60.4% | +18.5% | +42.0% | +23.0% |
| 1Y | +111.0% | +27.9% | +83.1% | +36.0% |
| All | +111.0% | +28.1% | +82.9% | +36.0% |
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