+1,208.8%
MTSI vs EAT
+912.2%
+296.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.3% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | +2.1% | +1.9% | +0.2% | +1.3% |
| 3M | -29.7% | +68.7% | -98.4% | -40.2% |
| 6M | +12.5% | +66.9% | -54.4% | -4.9% |
| YTD | +57.0% | +60.4% | -3.4% | +33.9% |
| 1Y | +103.9% | +44.0% | +59.9% | +77.4% |
| 3Y | +223.6% | +604.7% | -381.1% | +69.8% |
| 5Y | +321.6% | +347.0% | -25.5% | +139.9% |
| 10Y | +517.7% | +390.8% | +126.9% | +209.6% |
| All | +1,208.8% | +912.2% | +296.5% | +453.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling