+257.5%
EOG vs MTSI
+1,308.1%
-1,050.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.1% |
| 7D | +1.3% | +1.4% | -0.1% | +1.0% |
| 30D | +8.2% | +2.1% | +6.1% | +7.2% |
| 3M | +3.8% | -29.7% | +33.6% | +8.4% |
| 6M | +15.3% | +12.5% | +2.8% | +9.6% |
| YTD | +41.7% | +57.0% | -15.3% | +26.3% |
| 1Y | +23.6% | +103.9% | -80.4% | +4.3% |
| 3Y | +23.3% | +223.6% | -200.3% | -7.4% |
| 5Y | +170.4% | +321.6% | -151.1% | +88.6% |
| 10Y | +125.5% | +517.7% | -392.2% | +27.8% |
| All | +257.5% | +1,308.1% | -1,050.7% | +75.3% |
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 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