+1,019.2%
MTSI vs EFV
+206.1%
+813.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.7% | +6.3% | +5.9% |
| 7D | +3.5% | +1.7% | +1.8% | +1.7% |
| 30D | -30.3% | +3.4% | -33.8% | -32.8% |
| 3M | -26.0% | -1.7% | -24.3% | -24.5% |
| 6M | -36.1% | +6.4% | -42.5% | -40.2% |
| YTD | +34.3% | +16.3% | +18.0% | +13.2% |
| 1Y | +35.3% | +22.9% | +12.3% | +7.0% |
| 3Y | +217.6% | +92.8% | +124.8% | +50.6% |
| 5Y | +210.1% | +93.5% | +116.6% | +46.9% |
| 10Y | +471.4% | +162.1% | +309.3% | +108.8% |
| All | +1,019.2% | +206.1% | +813.2% | +293.4% |
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