+451.3%
MTSI vs ENB
+100.6%
+350.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.5% | +13.4% | +12.2% |
| 7D | -10.0% | -5.2% | -4.8% | -7.3% |
| 30D | -37.2% | +2.2% | -39.4% | -38.1% |
| 3M | -30.1% | -8.1% | -22.0% | -27.0% |
| 6M | -31.9% | -11.2% | -20.7% | -28.0% |
| YTD | +23.2% | +2.0% | +21.2% | +20.0% |
| 1Y | +26.4% | +4.1% | +22.3% | +21.6% |
| 3Y | +186.2% | +64.7% | +121.4% | +106.4% |
| 5Y | +187.0% | +46.6% | +140.5% | +119.8% |
| All | +451.3% | +100.6% | +350.7% | +232.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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