+206.9%
MTSI vs EQH
+82.2%
+124.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -6.0% |
| 7D | +10.0% | +6.5% | +3.5% | +6.7% |
| 30D | -20.3% | +6.1% | -26.4% | -22.3% |
| 3M | -24.4% | +6.2% | -30.7% | -26.6% |
| 6M | -39.2% | +38.1% | -77.2% | -48.7% |
| YTD | +35.5% | +20.2% | +15.3% | +20.7% |
| 1Y | +43.0% | +27.6% | +15.4% | +23.0% |
| 3Y | +196.3% | +128.8% | +67.5% | +75.9% |
| All | +206.9% | +82.2% | +124.6% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling