+1,208.8%
MTSI vs EFX
+371.3%
+837.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.4% | +9.8% | +6.2% |
| 7D | +1.4% | -8.6% | +10.0% | +5.1% |
| 30D | +2.1% | +0.1% | +2.0% | +1.0% |
| 3M | -29.7% | +3.8% | -33.6% | -33.4% |
| 6M | +12.5% | -13.5% | +26.0% | +15.1% |
| YTD | +57.0% | -17.7% | +74.7% | +61.9% |
| 1Y | +103.9% | -25.6% | +129.5% | +119.0% |
| 3Y | +223.6% | -12.1% | +235.7% | +205.8% |
| 5Y | +321.6% | -33.8% | +355.4% | +353.4% |
| 10Y | +517.7% | +45.1% | +472.6% | +305.8% |
| All | +1,208.8% | +371.3% | +837.4% | +348.5% |
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