+1,208.8%
MTSI vs EFV
+214.0%
+994.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.6% |
| 7D | +1.4% | +1.5% | -0.1% | -0.3% |
| 30D | +2.1% | +1.7% | +0.3% | +0.1% |
| 3M | -29.7% | +8.6% | -38.4% | -35.9% |
| 6M | +12.5% | +11.7% | +0.9% | -0.5% |
| YTD | +57.0% | +19.3% | +37.7% | +28.5% |
| 1Y | +103.9% | +30.2% | +73.7% | +51.4% |
| 3Y | +223.6% | +91.6% | +132.0% | +54.3% |
| 5Y | +321.6% | +96.4% | +225.2% | +96.2% |
| 10Y | +517.7% | +166.5% | +351.2% | +120.7% |
| All | +1,208.8% | +214.0% | +994.8% | +346.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling