+477.8%
MTSI vs ET
+166.6%
+311.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -2.3% |
| 7D | -3.8% | -1.9% | -2.0% | -3.0% |
| 30D | -31.4% | -3.1% | -28.3% | -30.4% |
| 3M | -23.8% | -3.9% | -19.8% | -22.4% |
| 6M | -37.1% | +4.0% | -41.1% | -38.2% |
| YTD | +32.2% | +26.4% | +5.8% | +19.6% |
| 1Y | +26.9% | +24.9% | +2.0% | +15.3% |
| 3Y | +193.7% | +85.2% | +108.6% | +133.4% |
| 5Y | +218.0% | +218.3% | -0.3% | +106.5% |
| 10Y | +477.8% | +172.0% | +305.8% | +271.1% |
| All | +477.8% | +166.6% | +311.2% | +271.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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