+61.7%
MTSI vs EOSE
-85.5%
+147.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.6% | -13.6% | -3.5% |
| 7D | -10.7% | +9.7% | -20.4% | -12.4% |
| 30D | -29.0% | -34.6% | +5.6% | -23.4% |
| 3M | -14.7% | -50.8% | +36.1% | -3.6% |
| 6M | -20.1% | -66.5% | +46.4% | -4.9% |
| YTD | +36.1% | -81.3% | +117.4% | +72.8% |
| 1Y | +61.7% | -84.8% | +146.6% | +113.8% |
| All | +61.7% | -85.5% | +147.2% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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