+159.0%
MTSI vs ES
+5.0%
+154.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | +2.1% | -20.4% | -18.3% |
| 7D | -24.6% | +5.9% | -30.5% | -24.6% |
| 30D | -45.7% | +10.2% | -55.9% | -45.7% |
| 3M | -27.7% | +0.4% | -28.2% | -27.6% |
| 6M | -37.3% | +6.9% | -44.2% | -37.5% |
| YTD | +11.1% | +10.5% | +0.6% | +10.4% |
| 1Y | +27.2% | +3.2% | +24.0% | +26.7% |
| 3Y | +153.7% | +49.0% | +104.6% | +133.7% |
| 5Y | +159.0% | +4.5% | +154.5% | +158.7% |
| All | +159.0% | +5.0% | +154.0% | +158.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling