+116.5%
EQT vs MTSI
+1,115.0%
-998.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.6% | +6.4% | +1.7% |
| 7D | +6.9% | +10.0% | -3.1% | +5.2% |
| 30D | +0.4% | -20.3% | +20.8% | +3.0% |
| 3M | -2.0% | -24.4% | +22.4% | +0.6% |
| 6M | -5.0% | -39.2% | +34.2% | -0.3% |
| YTD | -0.3% | +35.5% | -35.8% | -9.8% |
| 1Y | -11.3% | +43.0% | -54.3% | -20.6% |
| 3Y | +38.3% | +196.3% | -157.9% | +7.0% |
| 5Y | +166.4% | +210.0% | -43.7% | +100.6% |
| 10Y | +62.2% | +469.1% | -406.9% | -1.0% |
| All | +116.5% | +1,115.0% | -998.5% | +15.4% |
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