+98.4%
EEM vs MTSI
+448.7%
-350.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.8% | -8.6% | +0.1% |
| 7D | -2.8% | -10.0% | +7.2% | -1.1% |
| 30D | -11.9% | -37.2% | +25.3% | -4.3% |
| 3M | -8.8% | -30.1% | +21.3% | -3.5% |
| 6M | -11.6% | -31.9% | +20.3% | -6.9% |
| YTD | +9.0% | +23.2% | -14.2% | +1.9% |
| 1Y | +10.6% | +26.4% | -15.8% | +2.6% |
| 3Y | +64.4% | +186.2% | -121.8% | +26.6% |
| 5Y | +31.0% | +187.0% | -156.0% | -1.5% |
| All | +98.4% | +448.7% | -350.3% | +19.4% |
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