+26.4%
MTSI vs EIX
+10.4%
+16.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.5% | +13.3% | +10.7% |
| 7D | -10.0% | +1.0% | -11.0% | -9.9% |
| 30D | -37.2% | +9.1% | -46.3% | -36.9% |
| 3M | -30.1% | -10.2% | -19.8% | -30.0% |
| 6M | -31.9% | -11.2% | -20.7% | -32.5% |
| YTD | +23.2% | +4.5% | +18.7% | +31.9% |
| 1Y | +26.4% | +10.9% | +15.5% | +38.6% |
| All | +26.4% | +10.4% | +16.0% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling