+186.2%
MTSI vs ES
+46.3%
+139.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.9% | +13.7% | +10.2% |
| 7D | -10.0% | +1.9% | -11.9% | -9.6% |
| 30D | -37.2% | +7.1% | -44.2% | -36.3% |
| 3M | -30.1% | -1.9% | -28.1% | -29.9% |
| 6M | -31.9% | +4.4% | -36.3% | -31.3% |
| YTD | +23.2% | +7.3% | +15.9% | +24.5% |
| 1Y | +26.4% | +2.1% | +24.3% | +27.1% |
| 3Y | +186.2% | +41.8% | +144.3% | +183.9% |
| All | +186.2% | +46.3% | +139.8% | +183.9% |
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