+293.2%
EWY vs MTSI
+529.6%
-236.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | 0.0% |
| 7D | +8.0% | +4.9% | +3.1% | +6.7% |
| 30D | +14.3% | -11.6% | +25.9% | +17.8% |
| 3M | +2.3% | -24.1% | +26.4% | +9.5% |
| 6M | +49.9% | +32.4% | +17.4% | +41.8% |
| YTD | +95.3% | +60.4% | +34.9% | +76.7% |
| 1Y | +161.7% | +111.0% | +50.7% | +121.9% |
| 3Y | +230.2% | +246.1% | -16.0% | +146.0% |
| 5Y | +148.1% | +340.3% | -192.2% | +72.8% |
| 10Y | +293.2% | +539.5% | -246.4% | +127.9% |
| All | +293.2% | +529.6% | -236.4% | +127.9% |
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