+301.5%
EMR vs MTSI
+512.4%
-210.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.0% | -4.6% | +2.5% |
| 7D | +2.1% | +3.5% | -1.4% | +0.9% |
| 30D | +4.8% | -30.3% | +35.1% | +12.0% |
| 3M | +7.5% | -26.0% | +33.5% | +12.6% |
| 6M | +20.9% | -36.1% | +56.9% | +29.0% |
| YTD | +29.2% | +34.3% | -5.1% | +15.3% |
| 1Y | +33.0% | +35.3% | -2.3% | +18.3% |
| 3Y | +109.8% | +217.6% | -107.9% | +50.4% |
| 5Y | +91.9% | +210.1% | -118.2% | +35.0% |
| 10Y | +301.5% | +471.4% | -169.9% | +115.2% |
| All | +301.5% | +512.4% | -210.8% | +115.2% |
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 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