+514.9%
MTSI vs EL
+31.9%
+483.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.5% | +2.3% |
| 7D | +1.4% | +0.8% | +0.6% | +1.1% |
| 30D | +2.1% | +19.8% | -17.8% | -5.9% |
| 3M | -29.7% | +25.7% | -55.4% | -36.7% |
| 6M | +12.5% | +5.4% | +7.1% | +7.2% |
| YTD | +57.0% | +0.2% | +56.8% | +48.8% |
| 1Y | +103.9% | +20.4% | +83.5% | +76.3% |
| 3Y | +223.6% | -32.1% | +255.7% | +234.0% |
| 5Y | +321.6% | -67.2% | +388.7% | +546.9% |
| All | +514.9% | +31.9% | +483.0% | +407.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling