+397.4%
MTSI vs ES
+91.2%
+306.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | +2.1% | -20.4% | -18.7% |
| 7D | -24.6% | +5.9% | -30.5% | -25.5% |
| 30D | -45.7% | +10.2% | -55.9% | -46.9% |
| 3M | -27.7% | +0.4% | -28.2% | -28.0% |
| 6M | -37.3% | +6.9% | -44.2% | -38.6% |
| YTD | +11.1% | +10.5% | +0.6% | +7.5% |
| 1Y | +27.2% | +3.2% | +24.0% | +24.5% |
| 3Y | +153.7% | +49.0% | +104.6% | +117.6% |
| 5Y | +159.0% | +4.5% | +154.5% | +147.6% |
| All | +397.4% | +91.2% | +306.1% | +392.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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