+61.7%
MTSI vs ESTC
+1.6%
+60.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.1% |
| 7D | -10.7% | -15.9% | +5.2% | -12.1% |
| 30D | -29.0% | -5.5% | -23.5% | -29.1% |
| 3M | -14.7% | +26.2% | -40.9% | -10.9% |
| 6M | -20.1% | +77.0% | -97.1% | -12.4% |
| YTD | +36.1% | +18.9% | +17.2% | +48.8% |
| 1Y | +61.7% | +1.3% | +60.5% | +81.0% |
| All | +61.7% | +1.6% | +60.2% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling