+218.4%
EBAY vs MTSI
+211.6%
+6.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.0% | -9.8% | -1.1% |
| 7D | 0.0% | +3.5% | -3.5% | -0.1% |
| 30D | +7.8% | -30.3% | +38.1% | +9.0% |
| 3M | +8.4% | -26.0% | +34.4% | +9.1% |
| 6M | +13.0% | -36.1% | +49.1% | +14.5% |
| YTD | +40.2% | +34.3% | +5.9% | +32.7% |
| 1Y | +46.2% | +35.3% | +10.9% | +38.1% |
| 3Y | +218.4% | +217.6% | +0.8% | +165.2% |
| All | +218.4% | +211.6% | +6.8% | +165.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling