+12.4%
EFA vs MTSI
+28.6%
-16.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.4% |
| 7D | +1.2% | -3.8% | +5.1% | +1.4% |
| 30D | +0.9% | -31.4% | +32.3% | +4.1% |
| 3M | -3.4% | -23.8% | +20.4% | -1.7% |
| 6M | +2.0% | -37.1% | +39.0% | +5.5% |
| YTD | +10.4% | +32.2% | -21.8% | +4.1% |
| All | +12.4% | +28.6% | -16.2% | +5.4% |
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 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