+360.1%
EMR vs MTSI
+896.6%
-536.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -18.4% | +13.8% | -0.9% |
| 7D | -4.8% | -24.6% | +19.8% | +0.4% |
| 30D | +0.7% | -45.7% | +46.5% | +12.9% |
| 3M | +0.4% | -27.7% | +28.2% | +5.1% |
| 6M | +18.4% | -37.3% | +55.7% | +26.0% |
| YTD | +23.9% | +11.1% | +12.8% | +16.3% |
| 1Y | +24.7% | +27.2% | -2.5% | +13.5% |
| 3Y | +86.4% | +153.7% | -67.3% | +44.4% |
| 5Y | +83.3% | +159.0% | -75.7% | +38.6% |
| 10Y | +320.2% | +405.6% | -85.4% | +146.3% |
| All | +360.1% | +896.6% | -536.5% | +138.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling