+231.9%
MTSI vs ES
+29.7%
+202.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.0% | +3.4% |
| 7D | +1.4% | +0.3% | +1.1% | +1.4% |
| 30D | +2.1% | -2.0% | +4.0% | +1.9% |
| 3M | -29.7% | +1.7% | -31.4% | -29.6% |
| 6M | +12.5% | -3.5% | +16.1% | +12.4% |
| YTD | +57.0% | +7.9% | +49.1% | +57.7% |
| 1Y | +103.9% | +17.2% | +86.8% | +104.8% |
| All | +231.9% | +29.7% | +202.2% | +216.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling