+502.4%
MTSI vs ES
+96.6%
+405.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | +29.1% | -1.1% | +30.2% | +29.3% |
| 30D | -20.4% | +8.2% | -28.6% | -21.9% |
| 3M | -20.9% | +0.6% | -21.5% | -21.3% |
| 6M | -32.3% | +6.0% | -38.2% | -33.6% |
| YTD | +43.5% | +9.3% | +34.2% | +38.9% |
| 1Y | +43.8% | +1.1% | +42.7% | +41.4% |
| 3Y | +218.8% | +51.9% | +166.8% | +170.4% |
| 5Y | +228.3% | +6.5% | +221.9% | +210.9% |
| All | +502.4% | +96.6% | +405.7% | +472.5% |
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