-14.6%
EW vs MTSI
+183.3%
-197.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.8% | -9.5% | -0.3% |
| 7D | +11.0% | -10.0% | +21.0% | +12.2% |
| 30D | +19.1% | -37.2% | +56.3% | +26.6% |
| 3M | +14.4% | -30.1% | +44.4% | +18.5% |
| 6M | +22.8% | -31.9% | +54.7% | +25.2% |
| YTD | +19.8% | +23.2% | -3.4% | +5.8% |
| 1Y | +23.9% | +26.4% | -2.5% | +8.4% |
| 3Y | +52.2% | +186.2% | -133.9% | -0.4% |
| All | -14.6% | +183.3% | -197.9% | -45.8% |
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