+1,394.2%
MTSI vs ESI
+224.6%
+1,169.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.5% | +2.0% |
| 7D | +1.4% | +3.3% | -1.9% | -0.2% |
| 30D | +2.1% | -5.9% | +7.9% | +5.4% |
| 3M | -29.7% | -14.1% | -15.6% | -23.6% |
| 6M | +12.5% | +6.6% | +6.0% | +10.5% |
| YTD | +57.0% | +45.0% | +12.0% | +32.6% |
| 1Y | +103.9% | +41.5% | +62.5% | +74.1% |
| 3Y | +223.6% | +78.8% | +144.8% | +148.4% |
| 5Y | +321.6% | +70.9% | +250.7% | +229.2% |
| 10Y | +517.7% | +317.1% | +200.6% | +242.7% |
| All | +1,394.2% | +224.6% | +1,169.5% | +862.8% |
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