+451.3%
MTSI vs EAT
+378.4%
+72.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.9% | +13.7% | +11.6% |
| 7D | -10.0% | -2.6% | -7.3% | -9.3% |
| 30D | -37.2% | +11.5% | -48.7% | -39.2% |
| 3M | -30.1% | -9.1% | -20.9% | -28.9% |
| 6M | -31.9% | +40.4% | -72.3% | -39.4% |
| YTD | +23.2% | +43.9% | -20.8% | +8.0% |
| 1Y | +26.4% | +101.9% | -75.5% | +0.1% |
| 3Y | +186.2% | +489.9% | -303.7% | +61.1% |
| 5Y | +187.0% | +362.6% | -175.6% | +64.9% |
| All | +451.3% | +378.4% | +72.9% | +193.8% |
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