+155.8%
MTSI vs ENB
+50.3%
+105.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -1.4% | -17.0% | -17.8% |
| 7D | -24.6% | -2.4% | -22.2% | -23.7% |
| 30D | -45.7% | +3.4% | -49.1% | -46.5% |
| 3M | -27.7% | -6.1% | -21.7% | -25.8% |
| 6M | -37.3% | -10.0% | -27.2% | -34.7% |
| YTD | +11.1% | +4.7% | +6.5% | +7.3% |
| 1Y | +27.2% | +7.5% | +19.7% | +21.1% |
| 3Y | +153.7% | +69.1% | +84.5% | +85.0% |
| All | +155.8% | +50.3% | +105.5% | +112.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling