-26.3%
EW vs MTSI
+320.9%
-347.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.3% | -0.5% |
| 7D | -0.3% | +1.4% | -1.7% | -0.6% |
| 30D | +1.0% | +2.1% | -1.0% | 0.0% |
| 3M | +2.8% | -29.7% | +32.5% | +8.1% |
| 6M | +5.5% | +12.5% | -7.0% | -0.9% |
| YTD | +5.5% | +57.0% | -51.6% | -8.7% |
| 1Y | +11.0% | +103.9% | -92.9% | -10.6% |
| 3Y | +17.7% | +223.6% | -205.9% | -21.5% |
| All | -26.3% | +320.9% | -347.2% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling