-4.9%
EQT vs MTSI
+59.5%
-64.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.2% |
| 7D | -6.6% | -10.7% | +4.1% | -6.6% |
| 30D | +2.7% | -29.0% | +31.7% | +2.8% |
| 3M | -0.2% | -14.7% | +14.5% | -0.1% |
| 6M | -10.6% | -20.1% | +9.5% | -11.1% |
| YTD | -1.2% | +36.1% | -37.3% | -7.3% |
| 1Y | -4.9% | +61.7% | -66.6% | -13.9% |
| All | -4.9% | +59.5% | -64.4% | -13.9% |
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