+62.7%
EMR vs MTSI
+320.9%
-258.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.7% | +0.8% |
| 7D | -1.5% | +1.4% | -2.9% | -1.9% |
| 30D | -5.6% | +2.1% | -7.7% | -7.0% |
| 3M | +7.9% | -29.7% | +37.7% | +17.2% |
| 6M | +6.0% | +12.5% | -6.5% | -1.3% |
| YTD | +16.4% | +57.0% | -40.6% | -2.9% |
| 1Y | +16.6% | +103.9% | -87.3% | -11.4% |
| 3Y | +62.9% | +223.6% | -160.7% | +1.5% |
| All | +62.7% | +320.9% | -258.2% | -15.7% |
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