+1,306.9%
MTSI vs ESTC
+24.7%
+1,282.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.1% | +10.3% | +10.3% |
| 7D | +7.2% | -2.6% | +9.8% | +8.5% |
| 30D | -18.4% | -8.6% | -9.8% | -15.8% |
| 3M | -16.7% | +14.4% | -31.0% | -21.2% |
| 6M | -31.7% | +73.3% | -105.0% | -44.6% |
| YTD | +45.9% | +15.7% | +30.1% | +31.5% |
| 1Y | +47.0% | -7.6% | +54.6% | +42.3% |
| 3Y | +224.1% | +14.6% | +209.5% | +163.5% |
| 5Y | +238.5% | -50.0% | +288.6% | +246.5% |
| All | +1,306.9% | +24.7% | +1,282.1% | +757.3% |
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