+125.4%
EQT vs MTSI
+1,308.1%
-1,182.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.3% |
| 7D | +1.1% | +1.4% | -0.3% | +0.9% |
| 30D | +7.7% | +2.1% | +5.6% | +6.7% |
| 3M | +0.2% | -29.7% | +29.9% | +4.7% |
| 6M | -9.5% | +12.5% | -22.0% | -13.6% |
| YTD | +3.8% | +57.0% | -53.2% | -6.9% |
| 1Y | +7.8% | +103.9% | -96.2% | -8.1% |
| 3Y | +30.1% | +223.6% | -193.4% | +0.7% |
| 5Y | +188.6% | +321.6% | -133.0% | +110.5% |
| 10Y | +54.6% | +517.7% | -463.1% | -5.7% |
| All | +125.4% | +1,308.1% | -1,182.7% | +19.2% |
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