+471.4%
MTSI vs EIX
+30.9%
+440.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.3% | +7.7% | +8.6% |
| 7D | +3.5% | +0.7% | +2.8% | +3.3% |
| 30D | -30.3% | +8.8% | -39.1% | -32.1% |
| 3M | -26.0% | -10.9% | -15.1% | -24.8% |
| 6M | -36.1% | -10.3% | -25.8% | -35.7% |
| YTD | +34.3% | +5.8% | +28.4% | +27.1% |
| 1Y | +35.3% | +11.4% | +23.9% | +25.6% |
| 3Y | +217.6% | +11.1% | +206.6% | +185.6% |
| 5Y | +210.1% | +18.5% | +191.6% | +167.9% |
| 10Y | +471.4% | +32.2% | +439.2% | +366.4% |
| All | +471.4% | +30.9% | +440.5% | +366.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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