+28.9%
MTSI vs EIX
+11.2%
+17.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.3% | +7.7% | +9.1% |
| 7D | +3.5% | +0.7% | +2.8% | +3.6% |
| 30D | -30.3% | +8.8% | -39.1% | -30.0% |
| 3M | -26.0% | -10.9% | -15.1% | -26.1% |
| 6M | -36.1% | -10.3% | -25.8% | -36.6% |
| YTD | +34.3% | +5.8% | +28.4% | +44.4% |
| All | +28.9% | +11.2% | +17.8% | +41.8% |
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