+551.1%
EWT vs MTSI
+1,186.7%
-635.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.6% |
| 7D | +13.2% | +29.1% | -15.9% | +7.6% |
| 30D | -14.3% | -20.4% | +6.1% | -10.8% |
| 3M | -8.4% | -20.9% | +12.5% | -5.1% |
| 6M | +3.7% | -32.3% | +36.0% | +10.0% |
| YTD | +53.1% | +43.5% | +9.6% | +40.7% |
| 1Y | +55.5% | +43.8% | +11.7% | +42.7% |
| 3Y | +155.6% | +218.8% | -63.1% | +100.7% |
| 5Y | +119.3% | +228.3% | -109.0% | +68.2% |
| 10Y | +446.2% | +502.6% | -56.5% | +245.4% |
| All | +551.1% | +1,186.7% | -635.6% | +264.7% |
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 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