+111.0%
MTSI vs ETR
+26.8%
+84.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.5% |
| 7D | +4.9% | +1.4% | +3.5% | +4.1% |
| 30D | -11.6% | +1.9% | -13.5% | -12.4% |
| 3M | -24.1% | +1.0% | -25.0% | -24.4% |
| 6M | +32.4% | +4.8% | +27.6% | +27.4% |
| YTD | +60.4% | +19.5% | +40.9% | +39.8% |
| 1Y | +111.0% | +28.1% | +82.9% | +79.4% |
| All | +111.0% | +26.8% | +84.1% | +79.4% |
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