+103.9%
MTSI vs EME
+19.7%
+84.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.7% | +2.3% |
| 7D | +1.4% | +1.9% | -0.5% | +0.1% |
| 30D | +2.1% | -8.3% | +10.4% | +8.7% |
| 3M | -29.7% | -10.7% | -19.0% | -23.4% |
| 6M | +12.5% | +1.9% | +10.6% | +13.3% |
| YTD | +57.0% | +23.5% | +33.6% | +44.4% |
| 1Y | +103.9% | +18.0% | +86.0% | +76.1% |
| All | +103.9% | +19.7% | +84.2% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling