+1,019.2%
MTSI vs ET
+429.9%
+589.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.9% | +8.1% | +8.8% |
| 7D | +3.5% | -4.4% | +8.0% | +4.8% |
| 30D | -30.3% | -4.8% | -25.6% | -29.3% |
| 3M | -26.0% | -3.4% | -22.6% | -25.3% |
| 6M | -36.1% | +2.2% | -38.3% | -36.5% |
| YTD | +34.3% | +24.2% | +10.1% | +26.5% |
| 1Y | +35.3% | +24.5% | +10.8% | +27.3% |
| 3Y | +217.6% | +83.6% | +134.0% | +174.5% |
| 5Y | +210.1% | +203.4% | +6.7% | +137.3% |
| 10Y | +471.4% | +166.5% | +304.9% | +324.8% |
| All | +1,019.2% | +429.9% | +589.3% | +650.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling