+1,208.8%
MTSI vs EME
+2,805.7%
-1,597.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.7% | +2.4% |
| 7D | +1.4% | +1.9% | -0.5% | +0.2% |
| 30D | +2.1% | -8.3% | +10.4% | +7.9% |
| 3M | -29.7% | -10.7% | -19.0% | -24.3% |
| 6M | +12.5% | +1.9% | +10.6% | +12.2% |
| YTD | +57.0% | +23.5% | +33.6% | +39.1% |
| 1Y | +103.9% | +18.0% | +86.0% | +82.4% |
| 3Y | +223.6% | +236.1% | -12.5% | +54.0% |
| 5Y | +321.6% | +527.9% | -206.3% | +38.0% |
| 10Y | +517.7% | +1,252.8% | -735.1% | +25.1% |
| All | +1,208.8% | +2,805.7% | -1,597.0% | +101.3% |
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