+47.7%
EOG vs MTSI
+43.1%
+4.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.1% |
| 7D | +7.4% | +29.1% | -21.7% | +9.0% |
| 30D | +2.3% | -20.4% | +22.7% | +0.4% |
| 3M | +9.5% | -20.9% | +30.4% | +7.9% |
| 6M | +17.7% | -32.3% | +49.9% | +15.4% |
| YTD | +52.9% | +43.5% | +9.4% | +54.0% |
| 1Y | +47.7% | +43.8% | +3.9% | +49.4% |
| All | +47.7% | +43.1% | +4.5% | +49.4% |
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 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