+266.6%
EW vs MTSI
+498.4%
-231.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | +4.9% | +29.1% | -24.2% | +0.7% |
| 30D | +24.1% | -20.4% | +44.5% | +27.2% |
| 3M | +13.7% | -20.9% | +34.6% | +15.8% |
| 6M | +32.7% | -32.3% | +65.0% | +36.8% |
| YTD | +24.1% | +43.5% | -19.4% | +10.7% |
| 1Y | +23.6% | +43.8% | -20.2% | +10.0% |
| 3Y | +64.8% | +218.8% | -154.0% | +22.6% |
| 5Y | -8.8% | +228.3% | -237.1% | -34.0% |
| All | +266.6% | +498.4% | -231.8% | +103.5% |
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