+123.6%
EEM vs MTSI
+539.0%
-415.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.3% | -7.9% | +0.4% |
| 7D | +0.7% | +7.2% | -6.5% | -1.1% |
| 30D | -6.2% | -18.4% | +12.2% | -3.2% |
| 3M | -5.2% | -16.7% | +11.5% | -3.3% |
| 6M | -8.1% | -31.7% | +23.6% | -3.3% |
| YTD | +14.0% | +45.9% | -31.9% | +2.9% |
| 1Y | +13.8% | +47.0% | -33.2% | +2.4% |
| 3Y | +73.7% | +224.1% | -150.3% | +30.2% |
| 5Y | +34.6% | +238.5% | -204.0% | -2.4% |
| 10Y | +123.6% | +512.7% | -389.1% | +26.5% |
| All | +123.6% | +539.0% | -415.5% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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