+246.1%
MTSI vs EOSE
+36.5%
+209.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.8% | -8.6% | +0.8% |
| 7D | +4.9% | +41.4% | -36.6% | +0.1% |
| 30D | -11.6% | +3.6% | -15.2% | -12.4% |
| 3M | -24.1% | -35.7% | +11.7% | -20.9% |
| 6M | +32.4% | -29.9% | +62.3% | +34.8% |
| YTD | +60.4% | -62.5% | +122.9% | +71.3% |
| 1Y | +111.0% | -37.4% | +148.4% | +112.9% |
| 3Y | +246.1% | +55.8% | +190.3% | +208.9% |
| All | +246.1% | +36.5% | +209.6% | +208.9% |
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 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