+158.2%
MTSI vs ESTC
+15.4%
+142.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -6.1% | -12.2% | -17.4% |
| 7D | -24.6% | -18.5% | -6.1% | -22.1% |
| 30D | -45.7% | -11.0% | -34.7% | -44.6% |
| 3M | -27.7% | +20.8% | -48.5% | -30.1% |
| 6M | -37.3% | +67.9% | -105.2% | -43.3% |
| YTD | +11.1% | +11.6% | -0.5% | +8.2% |
| 1Y | +27.2% | -3.3% | +30.4% | +27.9% |
| All | +158.2% | +15.4% | +142.8% | +152.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling