+957.5%
MTSI vs ESI
+177.3%
+780.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -8.0% | -10.3% | -14.4% |
| 7D | -24.6% | -13.1% | -11.5% | -18.6% |
| 30D | -45.7% | -18.5% | -27.2% | -39.1% |
| 3M | -27.7% | -19.6% | -8.2% | -18.0% |
| 6M | -37.3% | -29.8% | -7.5% | -23.7% |
| YTD | +11.1% | +23.9% | -12.7% | +3.1% |
| 1Y | +27.2% | +15.0% | +12.2% | +21.9% |
| 3Y | +153.7% | +64.3% | +89.3% | +107.4% |
| 5Y | +159.0% | +26.3% | +132.6% | +135.1% |
| 10Y | +405.6% | +321.7% | +83.8% | +197.8% |
| All | +957.5% | +177.3% | +780.2% | +648.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling