+217.6%
MTSI vs ESI
+77.3%
+140.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.1% | +3.9% | +5.0% |
| 7D | +3.5% | -3.5% | +7.0% | +7.5% |
| 30D | -30.3% | -9.3% | -21.1% | -23.5% |
| 3M | -26.0% | -12.8% | -13.2% | -15.9% |
| 6M | -36.1% | -24.6% | -11.5% | -19.3% |
| YTD | +34.3% | +32.7% | +1.5% | +13.2% |
| 1Y | +35.3% | +20.3% | +15.0% | +22.2% |
| 3Y | +217.6% | +80.2% | +137.4% | +109.8% |
| All | +217.6% | +77.3% | +140.3% | +109.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling