+236.1%
EW vs MTSI
+454.4%
-218.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.4% |
| 7D | +9.3% | -3.8% | +13.1% | +9.4% |
| 30D | +22.1% | -31.4% | +53.4% | +28.1% |
| 3M | +13.0% | -23.8% | +36.8% | +15.7% |
| 6M | +30.1% | -37.1% | +67.1% | +35.6% |
| YTD | +22.0% | +32.2% | -10.2% | +10.3% |
| 1Y | +23.7% | +26.9% | -3.2% | +12.4% |
| 3Y | +62.0% | +193.7% | -131.8% | +22.2% |
| 5Y | -12.4% | +218.0% | -230.5% | -36.2% |
| 10Y | +236.1% | +477.8% | -241.7% | +89.1% |
| All | +236.1% | +454.4% | -218.4% | +89.1% |
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 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