+196.3%
MTSI vs EQH
+129.3%
+66.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -5.9% |
| 7D | +10.0% | +6.5% | +3.5% | +7.1% |
| 30D | -20.3% | +6.1% | -26.4% | -21.9% |
| 3M | -24.4% | +6.2% | -30.7% | -26.1% |
| 6M | -39.2% | +38.1% | -77.2% | -47.2% |
| YTD | +35.5% | +20.2% | +15.3% | +23.8% |
| 1Y | +43.0% | +27.6% | +15.4% | +26.4% |
| 3Y | +196.3% | +128.8% | +67.5% | +91.5% |
| All | +196.3% | +129.3% | +66.9% | +91.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling