+651.1%
EWT vs MTSI
+1,308.1%
-657.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.2% |
| 7D | +4.0% | +1.4% | +2.6% | +3.7% |
| 30D | +10.3% | +2.1% | +8.2% | +9.4% |
| 3M | +6.1% | -29.7% | +35.8% | +12.7% |
| 6M | +56.6% | +12.5% | +44.1% | +51.9% |
| YTD | +76.6% | +57.0% | +19.6% | +60.7% |
| 1Y | +97.9% | +103.9% | -6.1% | +71.0% |
| 3Y | +198.0% | +223.6% | -25.6% | +134.2% |
| 5Y | +151.8% | +321.6% | -169.8% | +86.8% |
| 10Y | +514.1% | +517.7% | -3.6% | +287.6% |
| All | +651.1% | +1,308.1% | -657.0% | +316.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling