-39.2%
MTSI vs EQH
+40.9%
-80.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -5.9% |
| 7D | +10.0% | +6.5% | +3.5% | +7.4% |
| 30D | -20.3% | +6.1% | -26.4% | -20.9% |
| 3M | -24.4% | +6.2% | -30.7% | -25.2% |
| 6M | -39.2% | +38.1% | -77.2% | -42.9% |
| All | -39.2% | +40.9% | -80.1% | -42.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling