+12.5%
MTSI vs ESI
+7.2%
+5.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.5% | +0.9% |
| 7D | +1.4% | +3.3% | -1.9% | -1.5% |
| 30D | +2.1% | -5.9% | +7.9% | +8.0% |
| 3M | -29.7% | -14.1% | -15.6% | -19.4% |
| 6M | +12.5% | +6.6% | +6.0% | +6.5% |
| All | +12.5% | +7.2% | +5.3% | +6.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling