+204.3%
EFA vs MTSI
+1,308.1%
-1,103.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.3% | -0.4% |
| 7D | +0.6% | +1.4% | -0.8% | +0.4% |
| 30D | +0.9% | +2.1% | -1.2% | +0.1% |
| 3M | +4.9% | -29.7% | +34.6% | +9.4% |
| 6M | +8.6% | +12.5% | -4.0% | +4.9% |
| YTD | +14.6% | +57.0% | -42.4% | +5.0% |
| 1Y | +22.6% | +103.9% | -81.3% | +7.5% |
| 3Y | +66.5% | +223.6% | -157.0% | +33.1% |
| 5Y | +54.5% | +321.6% | -267.0% | +17.0% |
| 10Y | +144.8% | +517.7% | -372.9% | +58.6% |
| All | +204.3% | +1,308.1% | -1,103.8% | +74.7% |
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 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