+61.7%
MTSI vs EL
+25.6%
+36.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.3% | -7.3% | -0.3% |
| 7D | -10.7% | +2.5% | -13.1% | -10.4% |
| 30D | -29.0% | +20.1% | -49.1% | -27.5% |
| 3M | -14.7% | +29.3% | -44.0% | -12.1% |
| 6M | -20.1% | +38.8% | -58.8% | -17.5% |
| YTD | +36.1% | +8.1% | +28.0% | +34.5% |
| 1Y | +61.7% | +22.3% | +39.4% | +60.1% |
| All | +61.7% | +25.6% | +36.1% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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