+1,019.2%
MTSI vs EVRG
+445.2%
+574.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.5% | +8.5% | +8.8% |
| 7D | +3.5% | +1.7% | +1.9% | +2.8% |
| 30D | -30.3% | +8.7% | -39.0% | -32.5% |
| 3M | -26.0% | +6.4% | -32.4% | -27.8% |
| 6M | -36.1% | +9.4% | -45.5% | -38.5% |
| YTD | +34.3% | +24.5% | +9.8% | +23.5% |
| 1Y | +35.3% | +20.5% | +14.8% | +25.8% |
| 3Y | +217.6% | +101.6% | +116.0% | +139.9% |
| 5Y | +210.1% | +67.5% | +142.6% | +149.1% |
| 10Y | +471.4% | +122.3% | +349.1% | +309.4% |
| All | +1,019.2% | +445.2% | +574.0% | +419.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling