+58.6%
EWY vs MTSI
+41.9%
+16.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +10.3% | -4.1% | +0.8% |
| 7D | -2.8% | +7.2% | -10.0% | -6.7% |
| 30D | -13.1% | -18.4% | +5.3% | -4.8% |
| 3M | -11.6% | -16.7% | +5.1% | -5.5% |
| 6M | -23.4% | -31.7% | +8.4% | -8.5% |
| YTD | +52.0% | +45.9% | +6.2% | +46.7% |
| 1Y | +58.6% | +47.0% | +11.6% | +52.6% |
| All | +58.6% | +41.9% | +16.7% | +52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling