+468.8%
MTSI vs EL
+62.2%
+406.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -6.0% |
| 7D | +10.0% | +1.5% | +8.5% | +9.4% |
| 30D | -20.3% | +10.0% | -30.3% | -23.2% |
| 3M | -24.4% | +28.4% | -52.8% | -32.5% |
| 6M | -39.2% | +37.1% | -76.2% | -47.6% |
| YTD | +35.5% | +7.8% | +27.7% | +24.1% |
| 1Y | +43.0% | +26.0% | +17.0% | +21.9% |
| 3Y | +196.3% | +3.8% | +192.4% | +147.8% |
| 5Y | +210.0% | -65.2% | +275.2% | +366.4% |
| All | +468.8% | +62.2% | +406.6% | +325.3% |
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