+183.6%
MTSI vs ESI
+28.5%
+155.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.9% | +8.9% | +9.3% |
| 7D | -10.0% | -8.5% | -1.5% | -2.7% |
| 30D | -37.2% | -15.7% | -21.5% | -27.1% |
| 3M | -30.1% | -18.2% | -11.8% | -16.6% |
| 6M | -31.9% | -28.8% | -3.1% | -10.1% |
| YTD | +23.2% | +26.3% | -3.1% | +5.8% |
| 1Y | +26.4% | +18.2% | +8.2% | +13.6% |
| 3Y | +186.2% | +68.1% | +118.0% | +91.5% |
| All | +183.6% | +28.5% | +155.1% | +116.4% |
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