+61.7%
MTSI vs EFX
-7.5%
+69.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | +0.2% |
| 7D | -10.7% | +9.2% | -19.8% | -6.3% |
| 30D | -29.0% | +34.8% | -63.8% | -17.5% |
| 3M | -14.7% | +8.8% | -23.5% | -8.6% |
| 6M | -20.1% | +12.3% | -32.4% | -11.6% |
| YTD | +36.1% | -10.6% | +46.7% | +45.1% |
| 1Y | +61.7% | -6.7% | +68.5% | +76.8% |
| All | +61.7% | -7.5% | +69.3% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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