+34.2%
EEM vs MTSI
+236.8%
-202.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.3% | -7.9% | 0.0% |
| 7D | +0.7% | +7.2% | -6.5% | -1.5% |
| 30D | -6.2% | -18.4% | +12.2% | -2.7% |
| 3M | -5.2% | -16.7% | +11.5% | -3.0% |
| 6M | -8.1% | -31.7% | +23.6% | -2.4% |
| YTD | +14.0% | +45.9% | -31.9% | +0.9% |
| 1Y | +13.8% | +47.0% | -33.2% | +0.3% |
| 3Y | +73.7% | +224.1% | -150.3% | +20.0% |
| All | +34.2% | +236.8% | -202.6% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling