+668.1%
MTSI vs EOSE
-58.6%
+726.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.5% | +7.6% | +4.5% |
| 7D | +11.1% | +15.0% | -3.9% | +9.2% |
| 30D | -3.7% | +2.5% | -6.1% | -4.4% |
| 3M | -20.2% | -33.7% | +13.5% | -17.2% |
| 6M | +30.8% | -32.7% | +63.5% | +33.7% |
| YTD | +67.0% | -63.8% | +130.8% | +78.8% |
| 1Y | +120.4% | -40.5% | +161.0% | +121.6% |
| 3Y | +260.4% | +50.4% | +210.0% | +200.2% |
| 5Y | +356.3% | -68.6% | +424.8% | +297.5% |
| All | +668.1% | -58.6% | +726.7% | +621.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling