+234.3%
MTSI vs EVRG
+71.7%
+162.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +3.9% | +3.5% |
| 7D | +1.4% | +1.1% | +0.3% | +1.4% |
| 30D | +2.1% | -1.0% | +3.1% | +2.1% |
| 3M | -29.7% | +0.4% | -30.1% | -29.9% |
| 6M | +12.5% | -0.8% | +13.4% | +12.3% |
| YTD | +57.0% | +15.3% | +41.7% | +56.7% |
| 1Y | +103.9% | +17.9% | +86.0% | +103.5% |
| All | +234.3% | +71.7% | +162.6% | +227.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling