+183.6%
MTSI vs ESTC
-48.9%
+232.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.2% | +8.6% | +10.3% |
| 7D | -10.0% | -11.5% | +1.5% | -7.1% |
| 30D | -37.2% | -7.5% | -29.7% | -35.8% |
| 3M | -30.1% | +23.1% | -53.1% | -34.2% |
| 6M | -31.9% | +75.3% | -107.2% | -42.3% |
| YTD | +23.2% | +14.1% | +9.1% | +14.7% |
| 1Y | +26.4% | -0.6% | +27.0% | +21.9% |
| 3Y | +186.2% | +20.8% | +165.3% | +140.8% |
| All | +183.6% | -48.9% | +232.5% | +165.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling