+462.7%
EWT vs MTSI
+539.0%
-76.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +10.3% | -4.5% | +3.6% |
| 7D | +3.2% | +7.2% | -4.0% | +1.6% |
| 30D | -12.3% | -18.4% | +6.1% | -8.9% |
| 3M | -3.6% | -16.7% | +13.1% | -1.0% |
| 6M | +3.1% | -31.7% | +34.8% | +9.7% |
| YTD | +57.7% | +45.9% | +11.8% | +43.2% |
| 1Y | +60.3% | +47.0% | +13.3% | +45.2% |
| 3Y | +163.4% | +224.1% | -60.7% | +101.7% |
| 5Y | +127.4% | +238.5% | -111.1% | +69.3% |
| 10Y | +462.7% | +512.7% | -50.0% | +239.3% |
| All | +462.7% | +539.0% | -76.3% | +239.3% |
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