+26.4%
MTSI vs ETR
+17.7%
+8.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.2% | +10.6% | +10.7% |
| 7D | -10.0% | +0.4% | -10.4% | -10.0% |
| 30D | -37.2% | +7.5% | -44.7% | -39.7% |
| 3M | -30.1% | +4.4% | -34.5% | -31.6% |
| 6M | -31.9% | -1.5% | -30.4% | -31.7% |
| YTD | +23.2% | +21.8% | +1.4% | +2.9% |
| 1Y | +26.4% | +18.4% | +8.0% | +9.3% |
| All | +26.4% | +17.7% | +8.7% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling