+826.3%
MTSI vs EL
+107.6%
+718.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -3.9% | -14.4% | -16.9% |
| 7D | -24.6% | -1.1% | -23.5% | -24.1% |
| 30D | -45.7% | +15.3% | -61.0% | -48.7% |
| 3M | -27.7% | +24.2% | -52.0% | -34.8% |
| 6M | -37.3% | +30.9% | -68.2% | -45.3% |
| YTD | +11.1% | +3.9% | +7.3% | +3.1% |
| 1Y | +27.2% | +19.9% | +7.3% | +10.4% |
| 3Y | +153.7% | +2.5% | +151.2% | +113.4% |
| 5Y | +159.0% | -66.7% | +225.7% | +277.6% |
| 10Y | +405.6% | +54.9% | +350.7% | +277.1% |
| All | +826.3% | +107.6% | +718.7% | +605.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling