+8.7%
EQT vs MTSI
+108.0%
-99.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.8% | +5.4% | +0.6% |
| 7D | -1.2% | +4.8% | -6.0% | -1.2% |
| 30D | +1.1% | -9.2% | +10.3% | +1.1% |
| 3M | +4.8% | -23.1% | +27.9% | +5.2% |
| 6M | -10.6% | +23.5% | -34.1% | -13.9% |
| YTD | +3.4% | +59.1% | -55.6% | -4.5% |
| 1Y | +8.7% | +106.9% | -98.2% | -5.1% |
| All | +8.7% | +108.0% | -99.3% | -5.1% |
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