+311.3%
EMR vs MTSI
+448.7%
-137.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.8% | -11.0% | -2.5% |
| 7D | -1.6% | -10.0% | +8.4% | +0.2% |
| 30D | +2.0% | -37.2% | +39.2% | +11.5% |
| 3M | +3.8% | -30.1% | +33.9% | +10.1% |
| 6M | +10.5% | -31.9% | +42.4% | +15.9% |
| YTD | +23.7% | +23.2% | +0.5% | +12.5% |
| 1Y | +25.4% | +26.4% | -1.0% | +13.2% |
| 3Y | +86.6% | +186.2% | -99.6% | +36.7% |
| 5Y | +83.0% | +187.0% | -104.0% | +30.8% |
| All | +311.3% | +448.7% | -137.4% | +126.2% |
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