+477.8%
MTSI vs EL
+60.9%
+416.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.8% | -1.6% |
| 7D | -3.8% | +7.6% | -11.5% | -6.1% |
| 30D | -31.4% | +15.7% | -47.1% | -35.1% |
| 3M | -23.8% | +30.5% | -54.3% | -32.3% |
| 6M | -37.1% | +32.5% | -69.6% | -45.1% |
| YTD | +32.2% | +9.4% | +22.8% | +20.5% |
| 1Y | +26.9% | +28.4% | -1.4% | +7.5% |
| 3Y | +193.7% | +4.4% | +189.3% | +145.7% |
| 5Y | +218.0% | -64.5% | +282.5% | +374.8% |
| 10Y | +477.8% | +64.9% | +412.9% | +336.7% |
| All | +477.8% | +60.9% | +416.9% | +336.7% |
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