+1,088.0%
MTSI vs ESTC
+23.0%
+1,065.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.2% | +8.6% | +10.2% |
| 7D | -10.0% | -11.5% | +1.5% | -6.2% |
| 30D | -37.2% | -7.5% | -29.7% | -35.4% |
| 3M | -30.1% | +23.1% | -53.1% | -35.4% |
| 6M | -31.9% | +75.3% | -107.2% | -44.9% |
| YTD | +23.2% | +14.1% | +9.1% | +11.4% |
| 1Y | +26.4% | -0.6% | +27.0% | +19.1% |
| 3Y | +186.2% | +20.8% | +165.3% | +127.4% |
| 5Y | +187.0% | -48.8% | +235.8% | +189.3% |
| All | +1,088.0% | +23.0% | +1,065.0% | +626.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling