+1,206.6%
MTSI vs ESTC
+25.9%
+1,180.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -5.3% |
| 7D | +10.0% | +2.4% | +7.6% | +9.3% |
| 30D | -20.3% | -4.2% | -16.1% | -19.0% |
| 3M | -24.4% | +2.5% | -26.9% | -25.8% |
| 6M | -39.2% | +81.5% | -120.7% | -51.3% |
| YTD | +35.5% | +16.8% | +18.6% | +21.8% |
| 1Y | +43.0% | -3.5% | +46.5% | +36.4% |
| 3Y | +196.3% | +17.7% | +178.5% | +138.6% |
| 5Y | +210.0% | -51.7% | +261.8% | +222.7% |
| All | +1,206.6% | +25.9% | +1,180.7% | +693.9% |
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