+468.8%
MTSI vs EAT
+320.8%
+148.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -5.9% | -5.7% |
| 7D | +10.0% | -4.0% | +14.0% | +11.2% |
| 30D | -20.3% | -2.9% | -17.5% | -19.9% |
| 3M | -24.4% | -16.9% | -7.5% | -21.2% |
| 6M | -39.2% | +57.0% | -96.1% | -47.4% |
| YTD | +35.5% | +38.2% | -2.7% | +20.1% |
| 1Y | +43.0% | +69.3% | -26.2% | +19.2% |
| 3Y | +196.3% | +483.0% | -286.7% | +67.5% |
| 5Y | +210.0% | +364.1% | -154.1% | +78.3% |
| All | +468.8% | +320.8% | +148.0% | +176.9% |
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