+280.4%
EMR vs MTSI
+465.0%
-184.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +1.2% |
| 7D | +2.8% | +10.0% | -7.1% | +0.5% |
| 30D | +3.7% | -20.3% | +24.0% | +7.6% |
| 3M | +2.0% | -24.4% | +26.5% | +6.2% |
| 6M | +22.1% | -39.2% | +61.3% | +31.6% |
| YTD | +27.2% | +35.5% | -8.3% | +13.1% |
| 1Y | +32.0% | +43.0% | -11.0% | +15.8% |
| 3Y | +103.3% | +196.3% | -93.0% | +47.5% |
| 5Y | +88.2% | +210.0% | -121.8% | +32.0% |
| All | +280.4% | +465.0% | -184.7% | +97.2% |
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