+206.9%
MTSI vs EL
-65.2%
+272.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -5.9% |
| 7D | +10.0% | +1.5% | +8.5% | +9.5% |
| 30D | -20.3% | +10.0% | -30.3% | -22.4% |
| 3M | -24.4% | +28.4% | -52.8% | -30.4% |
| 6M | -39.2% | +37.1% | -76.2% | -45.5% |
| YTD | +35.5% | +7.8% | +27.7% | +27.4% |
| 1Y | +43.0% | +26.0% | +17.0% | +26.7% |
| 3Y | +196.3% | +3.8% | +192.4% | +155.3% |
| All | +206.9% | -65.2% | +272.1% | +377.6% |
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