+264.7%
EOG vs MTSI
+1,004.6%
-739.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.8% | -9.3% | -0.1% |
| 7D | -11.1% | -10.0% | -1.1% | -10.0% |
| 30D | +2.7% | -37.2% | +39.9% | +9.3% |
| 3M | +8.8% | -30.1% | +38.8% | +12.9% |
| 6M | +10.8% | -31.9% | +42.7% | +13.5% |
| YTD | +44.6% | +23.2% | +21.4% | +31.8% |
| 1Y | +44.6% | +26.4% | +18.2% | +30.8% |
| 3Y | +29.5% | +186.2% | -156.7% | -2.6% |
| 5Y | +96.3% | +187.0% | -90.8% | +43.9% |
| 10Y | +122.4% | +460.4% | -337.9% | +26.3% |
| All | +264.7% | +1,004.6% | -739.9% | +83.0% |
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