+44.7%
EWZ vs MTSI
+224.7%
-180.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.1% |
| 7D | +6.5% | +1.4% | +5.1% | +6.3% |
| 30D | +4.8% | +2.1% | +2.8% | +4.1% |
| 3M | +9.9% | -29.7% | +39.6% | +14.1% |
| 6M | +1.9% | +12.5% | -10.6% | -2.2% |
| YTD | +20.3% | +57.0% | -36.7% | +10.0% |
| 1Y | +35.6% | +103.9% | -68.3% | +18.9% |
| All | +44.7% | +224.7% | -180.0% | +12.1% |
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