+206.9%
MTSI vs ESI
+36.5%
+170.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.0% |
| 7D | +10.0% | +5.5% | +4.5% | +5.9% |
| 30D | -20.3% | -7.8% | -12.6% | -13.4% |
| 3M | -24.4% | -15.0% | -9.4% | -12.3% |
| 6M | -39.2% | -24.9% | -14.3% | -22.4% |
| YTD | +35.5% | +33.2% | +2.3% | +12.0% |
| 1Y | +43.0% | +24.9% | +18.1% | +23.5% |
| 3Y | +196.3% | +77.8% | +118.5% | +90.4% |
| All | +206.9% | +36.5% | +170.4% | +130.9% |
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