+477.8%
MTSI vs ENB
+99.3%
+378.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.9% |
| 7D | -3.8% | -2.4% | -1.4% | -2.5% |
| 30D | -31.4% | +2.5% | -33.9% | -32.4% |
| 3M | -23.8% | -5.8% | -18.0% | -21.4% |
| 6M | -37.1% | -8.5% | -28.6% | -34.5% |
| YTD | +32.2% | +3.9% | +28.3% | +27.6% |
| 1Y | +26.9% | +3.7% | +23.2% | +22.4% |
| 3Y | +193.7% | +70.1% | +123.7% | +108.0% |
| 5Y | +218.0% | +53.2% | +164.9% | +137.4% |
| 10Y | +477.8% | +100.2% | +377.5% | +245.3% |
| All | +477.8% | +99.3% | +378.5% | +245.3% |
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