+1,208.8%
MTSI vs ET
+486.1%
+722.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +1.4% | +0.9% | +0.5% | +1.1% |
| 30D | +2.1% | +7.5% | -5.4% | +0.1% |
| 3M | -29.7% | +11.4% | -41.1% | -31.9% |
| 6M | +12.5% | +18.5% | -6.0% | +7.2% |
| YTD | +57.0% | +37.4% | +19.6% | +43.8% |
| 1Y | +103.9% | +30.9% | +73.0% | +89.3% |
| 3Y | +223.6% | +98.7% | +124.8% | +173.2% |
| 5Y | +321.6% | +230.7% | +90.8% | +214.1% |
| 10Y | +517.7% | +175.6% | +342.1% | +349.7% |
| All | +1,208.8% | +486.1% | +722.6% | +753.1% |
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 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