+47.1%
EQT vs MTSI
+561.3%
-514.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | -2.0% | +2.2% | -4.2% | -2.4% |
| 30D | 0.0% | -11.5% | +11.6% | +1.8% |
| 3M | +5.9% | -26.6% | +32.6% | +10.3% |
| 6M | -14.8% | +23.5% | -38.3% | -20.4% |
| YTD | +1.8% | +60.5% | -58.7% | -10.1% |
| 1Y | +7.4% | +109.7% | -102.4% | -10.5% |
| 3Y | +33.6% | +247.8% | -214.2% | -0.7% |
| 5Y | +199.3% | +328.4% | -129.1% | +110.3% |
| All | +47.1% | +561.3% | -514.2% | -17.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling