+109.8%
EMR vs MTSI
+211.6%
-101.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.0% | -4.6% | +2.3% |
| 7D | +2.1% | +3.5% | -1.4% | +0.8% |
| 30D | +4.8% | -30.3% | +35.1% | +12.6% |
| 3M | +7.5% | -26.0% | +33.5% | +13.0% |
| 6M | +20.9% | -36.1% | +56.9% | +30.2% |
| YTD | +29.2% | +34.3% | -5.1% | +10.7% |
| 1Y | +33.0% | +35.3% | -2.3% | +13.4% |
| 3Y | +109.8% | +217.6% | -107.9% | +29.0% |
| All | +109.8% | +211.6% | -101.8% | +29.0% |
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