+468.8%
MTSI vs EVRG
+124.6%
+344.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.2% | -5.8% |
| 7D | +10.0% | +1.4% | +8.6% | +9.5% |
| 30D | -20.3% | +7.4% | -27.7% | -22.6% |
| 3M | -24.4% | +7.2% | -31.6% | -26.5% |
| 6M | -39.2% | +9.5% | -48.7% | -41.5% |
| YTD | +35.5% | +25.6% | +9.9% | +23.9% |
| 1Y | +43.0% | +20.4% | +22.7% | +32.7% |
| 3Y | +196.3% | +108.8% | +87.4% | +118.2% |
| 5Y | +210.0% | +68.0% | +142.1% | +146.9% |
| All | +468.8% | +124.6% | +344.2% | +332.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 10y: compounded portfolio wealth divided by compounded EVRG 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…
10y analysis · Full analysis span regression · 6 months rolling