+1,095.9%
MTSI vs ENB
+157.3%
+938.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.1% | -1.8% |
| 7D | +29.1% | 0.0% | +29.1% | +29.0% |
| 30D | -20.4% | +1.4% | -21.8% | -21.0% |
| 3M | -20.9% | -5.2% | -15.7% | -19.0% |
| 6M | -32.3% | -9.9% | -22.3% | -29.2% |
| YTD | +43.5% | +4.7% | +38.8% | +38.7% |
| 1Y | +43.8% | +2.8% | +41.1% | +40.2% |
| 3Y | +218.8% | +71.3% | +147.5% | +136.2% |
| 5Y | +228.3% | +58.6% | +169.7% | +151.6% |
| 10Y | +502.6% | +108.5% | +394.2% | +290.0% |
| All | +1,095.9% | +157.3% | +938.6% | +550.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling