+1,115.9%
MTSI vs EFX
+401.6%
+714.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.1% | +10.2% | +10.3% |
| 7D | +7.2% | -2.0% | +9.2% | +7.8% |
| 30D | -18.4% | +27.9% | -46.3% | -27.6% |
| 3M | -16.7% | +3.8% | -20.5% | -20.6% |
| 6M | -31.7% | +13.0% | -44.7% | -39.4% |
| YTD | +45.9% | -12.4% | +58.3% | +43.3% |
| 1Y | +47.0% | -10.4% | +57.4% | +42.4% |
| 3Y | +224.1% | +4.4% | +219.6% | +175.6% |
| 5Y | +238.5% | -28.9% | +267.4% | +245.8% |
| 10Y | +512.7% | +81.7% | +431.0% | +244.9% |
| All | +1,115.9% | +401.6% | +714.3% | +296.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling