+320.4%
MTSI vs ESI
+72.3%
+248.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.5% | +1.3% |
| 7D | +1.4% | +3.3% | -1.9% | -1.0% |
| 30D | +2.1% | -5.9% | +7.9% | +7.1% |
| 3M | -29.7% | -14.1% | -15.6% | -20.9% |
| 6M | +12.5% | +6.6% | +6.0% | +8.3% |
| YTD | +57.0% | +45.0% | +12.0% | +19.6% |
| 1Y | +103.9% | +41.5% | +62.5% | +57.3% |
| 3Y | +223.6% | +78.8% | +144.8% | +105.1% |
| All | +320.4% | +72.3% | +248.0% | +163.9% |
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