+49.5%
EQT vs MTSI
+555.4%
-505.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.8% | +5.4% | +1.4% |
| 7D | -1.2% | +4.8% | -6.0% | -2.0% |
| 30D | +1.1% | -9.2% | +10.3% | +2.4% |
| 3M | +4.8% | -23.1% | +27.9% | +8.1% |
| 6M | -10.6% | +23.5% | -34.1% | -16.4% |
| YTD | +3.4% | +59.1% | -55.6% | -8.5% |
| 1Y | +8.7% | +106.9% | -98.2% | -9.2% |
| 3Y | +35.0% | +243.2% | -208.2% | +0.5% |
| 5Y | +204.2% | +324.5% | -120.3% | +114.1% |
| All | +49.5% | +555.4% | -505.8% | -16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling