+495.8%
EWT vs MTSI
+529.6%
-33.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -1.0% |
| 7D | +1.6% | +4.9% | -3.2% | +0.6% |
| 30D | +8.2% | -11.6% | +19.8% | +10.7% |
| 3M | +11.1% | -24.1% | +35.1% | +16.8% |
| 6M | +60.4% | +32.4% | +28.0% | +50.3% |
| YTD | +75.6% | +60.4% | +15.1% | +57.7% |
| 1Y | +91.3% | +111.0% | -19.7% | +62.1% |
| 3Y | +200.3% | +246.1% | -45.9% | +128.5% |
| 5Y | +156.4% | +340.3% | -183.9% | +84.1% |
| 10Y | +495.8% | +539.5% | -43.7% | +262.4% |
| All | +495.8% | +529.6% | -33.8% | +262.4% |
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