+218.0%
MTSI vs ESI
+39.6%
+178.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.0% |
| 7D | -3.8% | -6.6% | +2.8% | +2.4% |
| 30D | -31.4% | -9.8% | -21.6% | -24.2% |
| 3M | -23.8% | -11.9% | -11.8% | -13.9% |
| 6M | -37.1% | -25.1% | -12.0% | -19.7% |
| YTD | +32.2% | +31.9% | +0.3% | +9.9% |
| 1Y | +26.9% | +19.2% | +7.7% | +13.4% |
| 3Y | +193.7% | +76.2% | +117.6% | +89.7% |
| 5Y | +218.0% | +39.4% | +178.7% | +138.8% |
| All | +218.0% | +39.6% | +178.5% | +138.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling