+161.6%
EWY vs MTSI
+221.5%
-59.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.0% |
| 7D | +10.4% | +29.1% | -18.7% | -0.8% |
| 30D | -12.7% | -20.4% | +7.7% | -5.4% |
| 3M | -17.3% | -20.9% | +3.6% | -11.0% |
| 6M | -18.6% | -32.3% | +13.7% | -6.9% |
| YTD | +49.5% | +43.5% | +6.1% | +36.8% |
| 1Y | +55.0% | +43.8% | +11.2% | +41.3% |
| All | +161.6% | +221.5% | -59.9% | +80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling