+217.6%
MTSI vs EOSE
+43.5%
+174.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +8.0% | +1.0% | +7.9% |
| 7D | +3.5% | +6.8% | -3.3% | +2.7% |
| 30D | -30.3% | -25.4% | -4.9% | -27.9% |
| 3M | -26.0% | -54.7% | +28.7% | -19.0% |
| 6M | -36.1% | -76.5% | +40.4% | -25.1% |
| YTD | +34.3% | -83.6% | +117.9% | +58.7% |
| 1Y | +35.3% | -89.7% | +125.0% | +66.8% |
| 3Y | +217.6% | +38.7% | +178.9% | +198.7% |
| All | +217.6% | +43.5% | +174.1% | +198.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling