+1,427.7%
ENTG vs MTSI
+1,308.1%
+119.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.5% | +2.7% | +4.6% |
| 7D | +2.8% | +1.4% | +1.4% | +2.2% |
| 30D | -4.7% | +2.1% | -6.8% | -6.1% |
| 3M | -0.7% | -29.7% | +29.0% | +17.2% |
| 6M | +7.7% | +12.5% | -4.8% | +3.5% |
| YTD | +65.1% | +57.0% | +8.0% | +37.0% |
| 1Y | +74.8% | +103.9% | -29.1% | +29.9% |
| 3Y | +36.9% | +223.6% | -186.7% | -15.3% |
| 5Y | +16.1% | +321.6% | -305.4% | -33.6% |
| 10Y | +740.3% | +517.7% | +222.6% | +263.7% |
| All | +1,427.7% | +1,308.1% | +119.5% | +432.4% |
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