+1,100.4%
MTSI vs EQH
+234.7%
+865.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.2% |
| 7D | +2.2% | +0.7% | +1.5% | +1.8% |
| 30D | -11.5% | +2.8% | -14.4% | -13.0% |
| 3M | -26.6% | +23.1% | -49.7% | -34.8% |
| 6M | +23.5% | +41.4% | -17.9% | +0.8% |
| YTD | +60.5% | +14.3% | +46.2% | +45.2% |
| 1Y | +109.7% | +1.6% | +108.1% | +100.9% |
| 3Y | +247.8% | +102.7% | +145.1% | +124.0% |
| 5Y | +328.4% | +104.5% | +223.8% | +168.5% |
| All | +1,100.4% | +234.7% | +865.7% | +460.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling