+183.6%
MTSI vs EIX
+18.0%
+165.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.5% | +13.3% | +11.3% |
| 7D | -10.0% | +1.0% | -11.0% | -10.2% |
| 30D | -37.2% | +9.1% | -46.3% | -38.4% |
| 3M | -30.1% | -10.2% | -19.8% | -29.4% |
| 6M | -31.9% | -11.2% | -20.7% | -31.6% |
| YTD | +23.2% | +4.5% | +18.7% | +17.3% |
| 1Y | +26.4% | +10.9% | +15.5% | +17.9% |
| 3Y | +186.2% | +8.4% | +177.7% | +155.0% |
| All | +183.6% | +18.0% | +165.6% | +136.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling