+622.0%
MTSI vs EOSE
-61.3%
+683.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.9% | -7.4% | +2.2% |
| 7D | +1.4% | +19.0% | -17.6% | -0.9% |
| 30D | +2.1% | +1.6% | +0.5% | +1.5% |
| 3M | -29.7% | -52.0% | +22.2% | -24.5% |
| 6M | +12.5% | -42.5% | +55.0% | +17.1% |
| YTD | +57.0% | -66.1% | +123.2% | +69.5% |
| 1Y | +103.9% | -47.1% | +151.1% | +107.7% |
| 3Y | +223.6% | +0.8% | +222.8% | +180.3% |
| 5Y | +321.6% | -71.7% | +393.2% | +272.3% |
| All | +622.0% | -61.3% | +683.3% | +584.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling