+66.5%
EWZ vs MTSI
+465.0%
-398.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.6% | +7.0% | +2.5% |
| 7D | +0.8% | +10.0% | -9.2% | -1.3% |
| 30D | -24.4% | -20.3% | -4.0% | -22.0% |
| 3M | -4.6% | -24.4% | +19.8% | -1.4% |
| 6M | -11.6% | -39.2% | +27.6% | -5.8% |
| YTD | +2.4% | +35.5% | -33.1% | -9.0% |
| 1Y | +2.1% | +43.0% | -41.0% | -10.4% |
| 3Y | +18.7% | +196.3% | -177.6% | -14.9% |
| 5Y | +54.2% | +210.0% | -155.9% | +6.0% |
| All | +66.5% | +465.0% | -398.5% | -19.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling