+1,072.1%
MTSI vs ESI
+182.6%
+889.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.9% | +8.9% | +9.9% |
| 7D | -10.0% | -8.5% | -1.5% | -5.3% |
| 30D | -37.2% | -15.7% | -21.5% | -30.7% |
| 3M | -30.1% | -18.2% | -11.8% | -21.3% |
| 6M | -31.9% | -28.8% | -3.1% | -17.7% |
| YTD | +23.2% | +26.3% | -3.1% | +13.3% |
| 1Y | +26.4% | +18.2% | +8.2% | +19.7% |
| 3Y | +186.2% | +68.1% | +118.0% | +131.6% |
| 5Y | +187.0% | +28.8% | +158.3% | +158.4% |
| 10Y | +460.4% | +329.8% | +130.5% | +227.2% |
| All | +1,072.1% | +182.6% | +889.5% | +722.3% |
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