-31.9%
MTSI vs ETR
-1.8%
-30.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.2% | +10.6% | +10.7% |
| 7D | -10.0% | +0.4% | -10.4% | -9.8% |
| 30D | -37.2% | +7.5% | -44.7% | -39.6% |
| 3M | -30.1% | +4.4% | -34.5% | -31.5% |
| 6M | -31.9% | -1.5% | -30.4% | -30.3% |
| All | -31.9% | -1.8% | -30.1% | -30.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling