+1,019.2%
MTSI vs EME
+2,416.9%
-1,397.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +7.3% | +1.7% | +4.3% |
| 7D | +3.5% | -4.4% | +7.9% | +7.0% |
| 30D | -30.3% | -17.3% | -13.1% | -20.6% |
| 3M | -26.0% | -20.0% | -6.0% | -13.4% |
| 6M | -36.1% | -29.1% | -7.0% | -19.4% |
| YTD | +34.3% | +6.9% | +27.3% | +32.1% |
| 1Y | +35.3% | +0.8% | +34.5% | +38.2% |
| 3Y | +217.6% | +214.4% | +3.2% | +61.2% |
| 5Y | +210.1% | +404.2% | -194.1% | +18.0% |
| 10Y | +471.4% | +941.9% | -470.5% | +37.7% |
| All | +1,019.2% | +2,416.9% | -1,397.7% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling