+8.1%
EWZ vs MTSI
+59.5%
-51.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.7% |
| 7D | -4.1% | -10.7% | +6.6% | -3.2% |
| 30D | -25.0% | -29.0% | +4.0% | -22.7% |
| 3M | -10.6% | -14.7% | +4.1% | -9.9% |
| 6M | -16.6% | -20.1% | +3.5% | -16.8% |
| YTD | +2.5% | +36.1% | -33.6% | -4.8% |
| 1Y | +8.1% | +61.7% | -53.7% | -0.7% |
| All | +8.1% | +59.5% | -51.4% | -0.7% |
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