+217.6%
MTSI vs ET
+82.5%
+135.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.9% | +8.1% | +8.3% |
| 7D | +3.5% | -4.4% | +8.0% | +7.2% |
| 30D | -30.3% | -4.8% | -25.6% | -27.6% |
| 3M | -26.0% | -3.4% | -22.6% | -24.1% |
| 6M | -36.1% | +2.2% | -38.3% | -37.6% |
| YTD | +34.3% | +24.2% | +10.1% | +10.1% |
| 1Y | +35.3% | +24.5% | +10.8% | +10.5% |
| 3Y | +217.6% | +83.6% | +134.0% | +116.3% |
| All | +217.6% | +82.5% | +135.1% | +116.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling