+477.8%
MTSI vs EAT
+328.6%
+149.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -0.4% |
| 7D | -3.8% | -5.9% | +2.1% | -2.2% |
| 30D | -31.4% | +0.7% | -32.0% | -31.8% |
| 3M | -23.8% | -14.2% | -9.5% | -21.3% |
| 6M | -37.1% | +40.7% | -77.8% | -44.1% |
| YTD | +32.2% | +36.0% | -3.7% | +17.7% |
| 1Y | +26.9% | +83.1% | -56.1% | +3.3% |
| 3Y | +193.7% | +474.8% | -281.1% | +66.6% |
| 5Y | +218.0% | +347.6% | -129.5% | +84.4% |
| 10Y | +477.8% | +321.5% | +156.2% | +196.3% |
| All | +477.8% | +328.6% | +149.1% | +196.3% |
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