+81.1%
EWZ vs MTSI
+514.0%
-432.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.4% |
| 7D | +6.5% | +1.4% | +5.1% | +6.2% |
| 30D | +4.8% | +2.1% | +2.8% | +3.7% |
| 3M | +9.9% | -29.7% | +39.6% | +16.2% |
| 6M | +1.9% | +12.5% | -10.6% | -3.3% |
| YTD | +20.3% | +57.0% | -36.7% | +5.9% |
| 1Y | +35.6% | +103.9% | -68.3% | +12.2% |
| 3Y | +43.4% | +223.6% | -180.1% | +3.1% |
| 5Y | +55.9% | +321.6% | -265.6% | +2.3% |
| All | +81.1% | +514.0% | -432.9% | -8.6% |
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