+61.7%
MTSI vs EQH
+18.6%
+43.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.1% |
| 7D | -10.7% | +2.8% | -13.5% | -10.8% |
| 30D | -29.0% | +3.9% | -32.9% | -29.1% |
| 3M | -14.7% | +16.3% | -31.0% | -15.2% |
| 6M | -20.1% | +37.1% | -57.2% | -21.4% |
| YTD | +36.1% | +20.2% | +15.9% | +30.3% |
| 1Y | +61.7% | +17.9% | +43.8% | +55.3% |
| All | +61.7% | +18.6% | +43.1% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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