+108.2%
EOG vs MTSI
+231.3%
-123.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.3% |
| 7D | +7.4% | +29.1% | -21.7% | +5.1% |
| 30D | +2.3% | -20.4% | +22.7% | +3.7% |
| 3M | +9.5% | -20.9% | +30.4% | +10.6% |
| 6M | +17.7% | -32.3% | +49.9% | +20.0% |
| YTD | +52.9% | +43.5% | +9.4% | +38.0% |
| 1Y | +47.7% | +43.8% | +3.9% | +32.9% |
| 3Y | +41.1% | +218.8% | -177.6% | +5.2% |
| 5Y | +108.2% | +228.3% | -120.1% | +45.5% |
| All | +108.2% | +231.3% | -123.0% | +45.5% |
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 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