+196.3%
MTSI vs EME
+216.1%
-19.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.2% |
| 7D | +10.0% | +8.4% | +1.6% | +3.8% |
| 30D | -20.3% | -11.5% | -8.9% | -11.9% |
| 3M | -24.4% | -20.6% | -3.8% | -8.9% |
| 6M | -39.2% | -28.5% | -10.7% | -21.1% |
| YTD | +35.5% | +8.0% | +27.5% | +32.5% |
| 1Y | +43.0% | +6.8% | +36.3% | +41.1% |
| 3Y | +196.3% | +213.9% | -17.6% | +48.4% |
| All | +196.3% | +216.1% | -19.8% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling