+89.6%
EMR vs MTSI
+209.3%
-119.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -0.8% |
| 7D | +0.7% | -3.8% | +4.5% | +1.1% |
| 30D | +3.5% | -31.4% | +34.9% | +12.6% |
| 3M | +5.9% | -23.8% | +29.7% | +11.0% |
| 6M | +19.4% | -37.1% | +56.5% | +29.9% |
| YTD | +27.7% | +32.2% | -4.6% | +9.0% |
| 1Y | +30.9% | +26.9% | +4.0% | +13.0% |
| 3Y | +104.2% | +193.7% | -89.6% | +27.5% |
| 5Y | +89.6% | +218.0% | -128.4% | +3.8% |
| All | +89.6% | +209.3% | -119.7% | +3.8% |
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