+91.3%
EWT vs MTSI
+110.2%
-18.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -1.2% |
| 7D | +1.6% | +4.9% | -3.2% | +0.2% |
| 30D | +8.2% | -11.6% | +19.8% | +11.8% |
| 3M | +11.1% | -24.1% | +35.1% | +18.9% |
| 6M | +60.4% | +32.4% | +28.0% | +49.7% |
| YTD | +75.6% | +60.4% | +15.1% | +57.3% |
| 1Y | +91.3% | +111.0% | -19.7% | +56.5% |
| All | +91.3% | +110.2% | -18.9% | +56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling