+134.8%
EWY vs MTSI
+181.3%
-46.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.8% | -6.8% | -0.3% |
| 7D | -10.4% | -10.0% | -0.4% | -6.7% |
| 30D | -25.4% | -37.2% | +11.8% | -11.0% |
| 3M | -16.5% | -30.1% | +13.5% | -5.3% |
| 6M | -24.7% | -31.9% | +7.2% | -12.7% |
| YTD | +40.9% | +23.2% | +17.7% | +37.4% |
| 1Y | +49.8% | +26.4% | +23.4% | +44.7% |
| 3Y | +134.8% | +186.2% | -51.3% | +71.8% |
| All | +134.8% | +181.3% | -46.5% | +71.8% |
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