+241.1%
EWY vs MTSI
+508.4%
-267.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +10.3% | -4.1% | +3.5% |
| 7D | -2.8% | +7.2% | -10.0% | -4.6% |
| 30D | -13.1% | -18.4% | +5.3% | -8.8% |
| 3M | -11.6% | -16.7% | +5.1% | -8.1% |
| 6M | -23.4% | -31.7% | +8.4% | -16.1% |
| YTD | +52.0% | +45.9% | +6.2% | +39.9% |
| 1Y | +58.6% | +47.0% | +11.6% | +45.5% |
| 3Y | +163.3% | +224.1% | -60.8% | +98.5% |
| 5Y | +108.7% | +238.5% | -129.8% | +52.3% |
| All | +241.1% | +508.4% | -267.2% | +96.7% |
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 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