+570.8%
MTSI vs EOSE
-80.2%
+650.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +14.4% | -4.0% | +8.6% |
| 7D | +7.2% | -7.0% | +14.2% | +8.2% |
| 30D | -18.4% | -16.7% | -1.7% | -17.1% |
| 3M | -16.7% | -53.1% | +36.4% | -10.1% |
| 6M | -31.7% | -76.8% | +45.1% | -21.0% |
| YTD | +45.9% | -82.6% | +128.5% | +68.9% |
| 1Y | +47.0% | -89.3% | +136.2% | +77.9% |
| 3Y | +224.1% | +55.5% | +168.6% | +172.6% |
| 5Y | +238.5% | -81.9% | +320.4% | +212.6% |
| All | +570.8% | -80.2% | +650.9% | +581.7% |
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 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