+1,208.8%
MTSI vs EIX
+128.2%
+1,080.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.6% | +3.2% |
| 7D | +1.4% | -19.1% | +20.5% | +6.4% |
| 30D | +2.1% | -16.9% | +19.0% | +5.9% |
| 3M | -29.7% | -20.0% | -9.7% | -26.7% |
| 6M | +12.5% | -21.3% | +33.9% | +17.9% |
| YTD | +57.0% | -1.7% | +58.7% | +52.8% |
| 1Y | +103.9% | +9.6% | +94.4% | +90.9% |
| 3Y | +223.6% | -3.7% | +227.2% | +207.5% |
| 5Y | +321.6% | +22.6% | +298.9% | +264.9% |
| 10Y | +517.7% | +17.7% | +500.0% | +416.1% |
| All | +1,208.8% | +128.2% | +1,080.5% | +832.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling