+471.4%
MTSI vs EAT
+375.0%
+96.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.5% | +10.5% | +9.4% |
| 7D | +3.5% | -3.9% | +7.4% | +4.6% |
| 30D | -30.3% | +5.0% | -35.3% | -31.5% |
| 3M | -26.0% | -9.6% | -16.4% | -24.7% |
| 6M | -36.1% | +46.8% | -82.9% | -43.8% |
| YTD | +34.3% | +41.8% | -7.5% | +18.2% |
| 1Y | +35.3% | +98.3% | -63.0% | +7.7% |
| 3Y | +217.6% | +503.1% | -285.4% | +77.9% |
| 5Y | +210.1% | +356.7% | -146.6% | +79.0% |
| 10Y | +471.4% | +349.8% | +121.6% | +188.2% |
| All | +471.4% | +375.0% | +96.4% | +188.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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