+451.3%
MTSI vs EFX
+66.3%
+385.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.2% | +13.0% | +11.6% |
| 7D | -10.0% | +2.7% | -12.7% | -11.1% |
| 30D | -37.2% | +33.1% | -70.3% | -44.3% |
| 3M | -30.1% | +8.2% | -38.2% | -34.0% |
| 6M | -31.9% | +10.2% | -42.1% | -38.0% |
| YTD | +23.2% | -11.8% | +35.0% | +21.6% |
| 1Y | +26.4% | -6.1% | +32.5% | +20.7% |
| 3Y | +186.2% | +7.5% | +178.7% | +144.1% |
| 5Y | +187.0% | -30.7% | +217.7% | +198.5% |
| All | +451.3% | +66.3% | +385.0% | +264.0% |
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