+206.9%
MTSI vs EFX
-30.1%
+237.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -5.7% |
| 7D | +10.0% | -0.8% | +10.8% | +10.2% |
| 30D | -20.3% | +25.1% | -45.5% | -25.6% |
| 3M | -24.4% | +1.7% | -26.1% | -25.9% |
| 6M | -39.2% | +18.4% | -57.5% | -44.9% |
| YTD | +35.5% | -12.5% | +48.0% | +36.9% |
| 1Y | +43.0% | -8.1% | +51.1% | +40.9% |
| 3Y | +196.3% | +4.8% | +191.5% | +156.7% |
| All | +206.9% | -30.1% | +237.0% | +230.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling