+43.8%
MTSI vs EOSE
-90.5%
+134.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.0% | +7.4% | +0.3% |
| 7D | +29.1% | -3.7% | +32.8% | +29.8% |
| 30D | -20.4% | -22.0% | +1.6% | -16.9% |
| 3M | -20.9% | -57.3% | +36.4% | -7.8% |
| 6M | -32.3% | -77.7% | +45.4% | -13.2% |
| YTD | +43.5% | -84.2% | +127.7% | +88.6% |
| 1Y | +43.8% | -89.5% | +133.3% | +104.9% |
| All | +43.8% | -90.5% | +134.3% | +104.9% |
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