+51.1%
EBAY vs MTSI
+320.9%
-269.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.5% | -5.8% | -2.8% |
| 7D | -2.1% | +1.4% | -3.5% | -2.3% |
| 30D | -6.7% | +2.1% | -8.8% | -7.6% |
| 3M | -5.0% | -29.7% | +24.8% | -0.5% |
| 6M | +14.6% | +12.5% | +2.1% | +8.3% |
| YTD | +19.8% | +57.0% | -37.2% | +5.1% |
| 1Y | +12.6% | +103.9% | -91.3% | -7.4% |
| 3Y | +141.0% | +223.6% | -82.6% | +61.9% |
| All | +51.1% | +320.9% | -269.8% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling