-2.7%
ENTG vs MTSI
+209.3%
-212.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | +0.1% |
| 7D | -9.3% | -3.8% | -5.5% | -7.4% |
| 30D | -16.4% | -31.4% | +15.0% | +9.4% |
| 3M | -3.8% | -23.8% | +19.9% | +14.4% |
| 6M | -6.9% | -37.1% | +30.1% | +28.5% |
| YTD | +65.0% | +32.2% | +32.7% | +24.7% |
| 1Y | +61.7% | +26.9% | +34.8% | +26.1% |
| 3Y | +46.6% | +193.7% | -147.1% | -48.4% |
| 5Y | -2.7% | +218.0% | -220.7% | -69.9% |
| All | -2.7% | +209.3% | -212.0% | -69.9% |
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