+1,115.9%
MTSI vs EIX
+144.9%
+971.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.5% | +10.8% | +10.5% |
| 7D | +7.2% | -2.5% | +9.7% | +7.9% |
| 30D | -18.4% | +7.7% | -26.1% | -20.2% |
| 3M | -16.7% | -12.9% | -3.8% | -14.8% |
| 6M | -31.7% | -12.7% | -19.0% | -30.7% |
| YTD | +45.9% | +5.5% | +40.4% | +38.8% |
| 1Y | +47.0% | +9.4% | +37.6% | +38.0% |
| 3Y | +224.1% | +9.7% | +214.4% | +195.5% |
| 5Y | +238.5% | +16.9% | +221.6% | +198.3% |
| 10Y | +512.7% | +34.3% | +478.4% | +395.2% |
| All | +1,115.9% | +144.9% | +971.0% | +746.9% |
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