+539.5%
MTSI vs EME
+1,278.1%
-738.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +0.6% |
| 7D | +4.9% | +5.2% | -0.3% | +1.6% |
| 30D | -11.6% | -5.4% | -6.2% | -8.2% |
| 3M | -24.1% | -6.1% | -18.0% | -20.8% |
| 6M | +32.4% | +9.7% | +22.8% | +26.0% |
| YTD | +60.4% | +26.6% | +33.9% | +39.7% |
| 1Y | +111.0% | +24.6% | +86.3% | +82.0% |
| 3Y | +246.1% | +249.6% | -3.4% | +59.9% |
| 5Y | +340.3% | +556.6% | -216.2% | +39.2% |
| 10Y | +539.5% | +1,286.6% | -747.1% | +43.0% |
| All | +539.5% | +1,278.1% | -738.5% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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