+320.4%
MTSI vs ESTC
-46.4%
+366.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.5% | +8.0% | +4.5% |
| 7D | +1.4% | -8.1% | +9.5% | +3.2% |
| 30D | +2.1% | +31.7% | -29.6% | -5.7% |
| 3M | -29.7% | +41.1% | -70.8% | -36.5% |
| 6M | +12.5% | +77.1% | -64.5% | -5.9% |
| YTD | +57.0% | +21.7% | +35.3% | +43.6% |
| 1Y | +103.9% | +8.4% | +95.5% | +90.7% |
| 3Y | +223.6% | +23.6% | +200.0% | +170.2% |
| All | +320.4% | -46.4% | +366.7% | +307.0% |
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