+225.0%
MTSI vs ETR
+157.9%
+67.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +29.1% | +1.5% | +27.6% | +28.6% |
| 30D | -20.4% | +6.6% | -27.0% | -21.9% |
| 3M | -20.9% | +4.4% | -25.3% | -21.9% |
| 6M | -32.3% | -0.3% | -32.0% | -32.3% |
| YTD | +43.5% | +23.3% | +20.2% | +35.5% |
| 1Y | +43.8% | +18.9% | +25.0% | +37.1% |
| 3Y | +218.8% | +155.5% | +63.3% | +161.1% |
| All | +225.0% | +157.9% | +67.1% | +163.9% |
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