+183.6%
MTSI vs EL
-66.1%
+249.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.2% | +8.6% | +10.2% |
| 7D | -10.0% | +0.8% | -10.7% | -10.0% |
| 30D | -37.2% | +16.5% | -53.7% | -39.9% |
| 3M | -30.1% | +29.2% | -59.2% | -35.7% |
| 6M | -31.9% | +27.9% | -59.8% | -37.8% |
| YTD | +23.2% | +6.2% | +17.0% | +16.3% |
| 1Y | +26.4% | +27.2% | -0.8% | +11.5% |
| 3Y | +186.2% | +3.2% | +182.9% | +146.3% |
| All | +183.6% | -66.1% | +249.7% | +346.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling