+1,034.5%
MTSI vs ES
+218.9%
+815.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.4% |
| 7D | -10.7% | +5.3% | -16.0% | -11.6% |
| 30D | -29.0% | +8.9% | -37.9% | -30.4% |
| 3M | -14.7% | -1.9% | -12.8% | -14.5% |
| 6M | -20.1% | +3.9% | -24.0% | -21.4% |
| YTD | +36.1% | +8.3% | +27.8% | +32.2% |
| 1Y | +61.7% | -0.1% | +61.9% | +59.5% |
| 3Y | +210.7% | +46.0% | +164.7% | +168.2% |
| 5Y | +212.8% | +3.1% | +209.8% | +198.7% |
| 10Y | +519.2% | +88.4% | +430.8% | +409.9% |
| All | +1,034.5% | +218.9% | +815.6% | +555.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling