+238.5%
MTSI vs EAT
+362.5%
-124.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.9% | +7.5% | +9.5% |
| 7D | +7.2% | -8.9% | +16.1% | +10.2% |
| 30D | -18.4% | +3.4% | -21.8% | -19.5% |
| 3M | -16.7% | -9.3% | -7.4% | -15.1% |
| 6M | -31.7% | +43.8% | -75.5% | -40.5% |
| YTD | +45.9% | +39.9% | +6.0% | +26.9% |
| 1Y | +47.0% | +89.7% | -42.7% | +15.0% |
| 3Y | +224.1% | +491.3% | -267.2% | +62.6% |
| 5Y | +238.5% | +365.4% | -126.9% | +65.6% |
| All | +238.5% | +362.5% | -124.0% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling