+539.5%
MTSI vs ET
+163.5%
+376.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.2% |
| 7D | +4.9% | +0.4% | +4.5% | +4.7% |
| 30D | -11.6% | +6.9% | -18.4% | -14.0% |
| 3M | -24.1% | +13.1% | -37.1% | -28.0% |
| 6M | +32.4% | +18.7% | +13.7% | +22.8% |
| YTD | +60.4% | +37.4% | +23.0% | +40.3% |
| 1Y | +111.0% | +34.8% | +76.2% | +86.0% |
| 3Y | +246.1% | +96.8% | +149.3% | +168.1% |
| 5Y | +340.3% | +238.2% | +102.1% | +177.9% |
| 10Y | +539.5% | +159.4% | +380.1% | +304.9% |
| All | +539.5% | +163.5% | +376.1% | +304.9% |
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