-15.0%
EW vs MTSI
+153.3%
-168.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -18.4% | +19.8% | +4.1% |
| 7D | +6.8% | -24.6% | +31.3% | +10.8% |
| 30D | +16.6% | -45.7% | +62.3% | +26.8% |
| 3M | +13.3% | -27.7% | +41.1% | +16.2% |
| 6M | +21.6% | -37.3% | +58.9% | +25.4% |
| YTD | +18.3% | +11.1% | +7.1% | +6.1% |
| 1Y | +21.7% | +27.2% | -5.5% | +5.2% |
| 3Y | +50.3% | +153.7% | -103.3% | +0.4% |
| 5Y | -15.0% | +159.0% | -174.0% | -45.5% |
| All | -15.0% | +153.3% | -168.4% | -45.5% |
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 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