+186.1%
EFA vs MTSI
+1,004.6%
-818.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.8% | -11.6% | -2.3% |
| 7D | -1.4% | -10.0% | +8.6% | -0.3% |
| 30D | -1.2% | -37.2% | +36.0% | +4.8% |
| 3M | -5.1% | -30.1% | +25.0% | -1.5% |
| 6M | -1.2% | -31.9% | +30.7% | +1.8% |
| YTD | +7.8% | +23.2% | -15.4% | +1.0% |
| 1Y | +12.2% | +26.4% | -14.2% | +4.6% |
| 3Y | +61.5% | +186.2% | -124.6% | +29.9% |
| 5Y | +45.8% | +187.0% | -141.3% | +15.1% |
| 10Y | +141.8% | +460.4% | -318.5% | +57.5% |
| All | +186.1% | +1,004.6% | -818.5% | +68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling