+913.4%
MTSI vs EQH
+252.0%
+661.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -6.0% |
| 7D | +10.0% | +6.5% | +3.5% | +6.6% |
| 30D | -20.3% | +6.1% | -26.4% | -22.4% |
| 3M | -24.4% | +6.2% | -30.7% | -26.7% |
| 6M | -39.2% | +38.1% | -77.2% | -49.0% |
| YTD | +35.5% | +20.2% | +15.3% | +19.9% |
| 1Y | +43.0% | +27.6% | +15.4% | +22.4% |
| 3Y | +196.3% | +128.8% | +67.5% | +80.1% |
| 5Y | +210.0% | +83.1% | +126.9% | +107.2% |
| All | +913.4% | +252.0% | +661.4% | +362.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling