+144.8%
EFA vs MTSI
+512.4%
-367.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.0% | -6.0% | +1.7% |
| 7D | +1.2% | +3.5% | -2.3% | +0.3% |
| 30D | +1.5% | -30.3% | +31.8% | +6.2% |
| 3M | -3.3% | -26.0% | +22.7% | -0.4% |
| 6M | +2.6% | -36.1% | +38.6% | +7.1% |
| YTD | +11.0% | +34.3% | -23.3% | +2.4% |
| 1Y | +15.1% | +35.3% | -20.2% | +5.8% |
| 3Y | +67.6% | +217.6% | -150.0% | +31.1% |
| 5Y | +50.5% | +210.1% | -159.6% | +15.7% |
| 10Y | +144.8% | +471.4% | -326.6% | +54.7% |
| All | +144.8% | +512.4% | -367.5% | +54.7% |
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 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