+228.1%
EBAY vs MTSI
+203.6%
+24.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +0.8% |
| 7D | -0.9% | +10.0% | -10.8% | -1.2% |
| 30D | +3.5% | -20.3% | +23.8% | +4.1% |
| 3M | +16.0% | -24.4% | +40.4% | +16.7% |
| 6M | +7.6% | -39.2% | +46.8% | +9.6% |
| YTD | +40.1% | +35.5% | +4.6% | +32.4% |
| 1Y | +45.0% | +43.0% | +2.0% | +36.3% |
| 3Y | +228.1% | +196.3% | +31.9% | +164.1% |
| All | +228.1% | +203.6% | +24.5% | +164.1% |
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