+65.8%
ENTG vs MTSI
+226.9%
-161.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +10.3% | +1.0% | +4.1% |
| 7D | +7.9% | +7.2% | +0.8% | +2.2% |
| 30D | -3.6% | -18.4% | +14.9% | +10.2% |
| 3M | +2.7% | -16.7% | +19.4% | +14.0% |
| 6M | +3.6% | -31.7% | +35.3% | +32.7% |
| YTD | +83.6% | +45.9% | +37.7% | +37.2% |
| 1Y | +84.9% | +47.0% | +37.9% | +37.4% |
| All | +65.8% | +226.9% | -161.0% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling