+16.9%
EFA vs MTSI
+59.5%
-42.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.6% |
| 7D | +2.0% | -10.7% | +12.6% | +2.9% |
| 30D | +1.6% | -29.0% | +30.6% | +4.5% |
| 3M | -1.5% | -14.7% | +13.2% | -0.9% |
| 6M | +6.6% | -20.1% | +26.7% | +7.4% |
| YTD | +11.8% | +36.1% | -24.3% | +7.2% |
| 1Y | +16.9% | +61.7% | -44.9% | +10.2% |
| All | +16.9% | +59.5% | -42.7% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling