+1,460.6%
MTSI vs EQX
+176.1%
+1,284.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.5% |
| 7D | +10.0% | -10.5% | +20.5% | +11.9% |
| 30D | -20.3% | +0.2% | -20.5% | -20.5% |
| 3M | -24.4% | -7.9% | -16.5% | -23.7% |
| 6M | -39.2% | -28.6% | -10.6% | -36.5% |
| YTD | +35.5% | -26.3% | +61.7% | +39.0% |
| 1Y | +43.0% | -20.2% | +63.3% | +44.8% |
| 3Y | +196.3% | +131.1% | +65.2% | +149.4% |
| 5Y | +210.0% | +21.7% | +188.4% | +169.7% |
| All | +1,460.6% | +176.1% | +1,284.5% | +1,494.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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