+512.7%
MTSI vs ESI
+323.9%
+188.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +4.0% | +6.4% | +7.6% |
| 7D | +7.2% | +1.8% | +5.4% | +7.1% |
| 30D | -18.4% | -6.6% | -11.9% | -12.9% |
| 3M | -16.7% | -9.4% | -7.3% | -8.8% |
| 6M | -31.7% | -24.1% | -7.6% | -15.7% |
| YTD | +45.9% | +37.1% | +8.7% | +21.6% |
| 1Y | +47.0% | +24.5% | +22.4% | +30.0% |
| 3Y | +224.1% | +83.2% | +140.9% | +122.0% |
| 5Y | +238.5% | +44.0% | +194.6% | +165.0% |
| 10Y | +512.7% | +332.8% | +179.9% | +156.0% |
| All | +512.7% | +323.9% | +188.8% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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