+74.8%
ENTG vs MTSI
+105.1%
-30.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.5% | +2.7% | +3.8% |
| 7D | +2.8% | +1.4% | +1.4% | +1.9% |
| 30D | -4.7% | +2.1% | -6.8% | -7.2% |
| 3M | -0.7% | -29.7% | +29.0% | +26.1% |
| 6M | +7.7% | +12.5% | -4.8% | +4.0% |
| YTD | +65.1% | +57.0% | +8.0% | +34.6% |
| 1Y | +74.8% | +103.9% | -29.1% | +16.1% |
| All | +74.8% | +105.1% | -30.3% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling