+120.4%
MTSI vs EOSE
-40.1%
+160.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.5% | +7.6% | +4.8% |
| 7D | +11.1% | +15.0% | -3.9% | +8.1% |
| 30D | -3.7% | +2.5% | -6.1% | -4.7% |
| 3M | -20.2% | -33.7% | +13.5% | -16.1% |
| 6M | +30.8% | -32.7% | +63.5% | +35.1% |
| YTD | +67.0% | -63.8% | +130.8% | +84.8% |
| 1Y | +120.4% | -40.5% | +161.0% | +156.8% |
| All | +120.4% | -40.1% | +160.5% | +156.8% |
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