+231.9%
MTSI vs ENB
+67.6%
+164.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.3% | +3.6% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | +2.1% | -2.2% | +4.3% | +2.6% |
| 3M | -29.7% | -10.5% | -19.2% | -27.8% |
| 6M | +12.5% | -5.1% | +17.6% | +13.4% |
| YTD | +57.0% | +9.0% | +48.1% | +52.1% |
| 1Y | +103.9% | +8.2% | +95.7% | +97.5% |
| All | +231.9% | +67.6% | +164.3% | +180.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling