+1,310.1%
ENTG vs MTSI
+1,004.6%
+305.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.8% | -8.2% | -2.3% |
| 7D | -17.1% | -10.0% | -7.1% | -13.5% |
| 30D | -23.0% | -37.2% | +14.2% | -5.5% |
| 3M | -10.2% | -30.1% | +19.8% | +4.8% |
| 6M | -17.8% | -31.9% | +14.1% | -2.5% |
| YTD | +52.4% | +23.2% | +29.2% | +40.2% |
| 1Y | +49.8% | +26.4% | +23.4% | +36.4% |
| 3Y | +42.1% | +186.2% | -144.0% | -6.9% |
| 5Y | -10.2% | +187.0% | -197.3% | -40.6% |
| 10Y | +756.0% | +460.4% | +295.6% | +297.5% |
| All | +1,310.1% | +1,004.6% | +305.5% | +444.5% |
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