+157.1%
EWT vs MTSI
+203.6%
-46.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +2.0% |
| 7D | +9.1% | +10.0% | -0.9% | +5.7% |
| 30D | -12.2% | -20.3% | +8.1% | -6.6% |
| 3M | -9.4% | -24.4% | +15.0% | -3.1% |
| 6M | +2.7% | -39.2% | +41.8% | +16.3% |
| YTD | +53.3% | +35.5% | +17.8% | +34.0% |
| 1Y | +59.2% | +43.0% | +16.1% | +36.4% |
| 3Y | +157.1% | +196.3% | -39.2% | +69.7% |
| All | +157.1% | +203.6% | -46.5% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling