+332.4%
EMR vs MTSI
+1,308.1%
-975.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.7% | +1.0% |
| 7D | -1.5% | +1.4% | -2.9% | -1.8% |
| 30D | -5.6% | +2.1% | -7.7% | -6.6% |
| 3M | +7.9% | -29.7% | +37.7% | +14.5% |
| 6M | +6.0% | +12.5% | -6.5% | +1.3% |
| YTD | +16.4% | +57.0% | -40.6% | +3.3% |
| 1Y | +16.6% | +103.9% | -87.3% | -2.5% |
| 3Y | +62.9% | +223.6% | -160.7% | +21.6% |
| 5Y | +60.1% | +321.6% | -261.5% | +11.5% |
| 10Y | +268.8% | +517.7% | -249.0% | +108.6% |
| All | +332.4% | +1,308.1% | -975.7% | +112.0% |
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 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