+320.4%
MTSI vs ETR
+127.8%
+192.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +3.9% | +3.6% |
| 7D | +1.4% | +1.4% | -0.1% | +1.0% |
| 30D | +2.1% | +1.0% | +1.1% | +1.9% |
| 3M | -29.7% | -1.3% | -28.5% | -29.5% |
| 6M | +12.5% | +1.9% | +10.6% | +11.9% |
| YTD | +57.0% | +18.2% | +38.9% | +50.8% |
| 1Y | +103.9% | +24.7% | +79.2% | +93.9% |
| 3Y | +223.6% | +150.7% | +72.9% | +175.6% |
| All | +320.4% | +127.8% | +192.6% | +255.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling