+223.3%
EWY vs MTSI
+224.7%
-1.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.5% | +1.1% | +3.3% |
| 7D | +4.8% | +1.4% | +3.4% | +4.3% |
| 30D | +11.7% | +2.1% | +9.6% | +9.8% |
| 3M | -7.4% | -29.7% | +22.3% | +5.4% |
| 6M | +40.6% | +12.5% | +28.0% | +38.0% |
| YTD | +94.3% | +57.0% | +37.2% | +74.2% |
| 1Y | +164.3% | +103.9% | +60.4% | +118.4% |
| All | +223.3% | +224.7% | -1.4% | +122.3% |
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