+502.4%
MTSI vs EFX
+79.2%
+423.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.4% |
| 7D | +29.1% | -3.6% | +32.8% | +30.6% |
| 30D | -20.4% | +25.3% | -45.7% | -27.9% |
| 3M | -20.9% | +3.8% | -24.7% | -24.2% |
| 6M | -32.3% | +12.7% | -45.0% | -39.1% |
| YTD | +43.5% | -13.1% | +56.6% | +42.3% |
| 1Y | +43.8% | -9.3% | +53.1% | +39.4% |
| 3Y | +218.8% | +3.5% | +215.2% | +175.9% |
| 5Y | +228.3% | -30.6% | +259.0% | +240.4% |
| All | +502.4% | +79.2% | +423.2% | +256.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling