+171.7%
EOG vs MTSI
+320.9%
-149.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -0.9% |
| 7D | +1.3% | +1.4% | -0.1% | +1.1% |
| 30D | +8.2% | +2.1% | +6.1% | +7.5% |
| 3M | +3.8% | -29.7% | +33.6% | +7.0% |
| 6M | +15.3% | +12.5% | +2.8% | +10.4% |
| YTD | +41.7% | +57.0% | -15.3% | +28.0% |
| 1Y | +23.6% | +103.9% | -80.4% | +5.9% |
| 3Y | +23.3% | +223.6% | -200.3% | -6.8% |
| All | +171.7% | +320.9% | -149.2% | +85.3% |
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