+262.7%
EBAY vs MTSI
+529.6%
-266.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.0% | +0.8% |
| 7D | -0.4% | +4.9% | -5.3% | -1.1% |
| 30D | -6.3% | -11.6% | +5.3% | -5.0% |
| 3M | -3.3% | -24.1% | +20.8% | -0.5% |
| 6M | +13.5% | +32.4% | -19.0% | +6.2% |
| YTD | +21.2% | +60.4% | -39.3% | +9.4% |
| 1Y | +13.9% | +111.0% | -97.1% | -2.1% |
| 3Y | +153.1% | +246.1% | -93.0% | +93.8% |
| 5Y | +54.5% | +340.3% | -285.8% | +11.9% |
| 10Y | +262.7% | +539.5% | -276.8% | +122.0% |
| All | +262.7% | +529.6% | -266.9% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling