+47.0%
MTSI vs ENB
+3.8%
+43.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.3% | +10.0% | +10.3% |
| 7D | +7.2% | -1.8% | +9.0% | +7.4% |
| 30D | -18.4% | +2.0% | -20.5% | -18.5% |
| 3M | -16.7% | -5.8% | -10.9% | -15.8% |
| 6M | -31.7% | -9.7% | -22.0% | -30.9% |
| YTD | +45.9% | +4.2% | +41.7% | +38.7% |
| 1Y | +47.0% | +3.2% | +43.8% | +40.6% |
| All | +47.0% | +3.8% | +43.1% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling