-10.5%
EWZ vs MTSI
+896.6%
-907.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -18.4% | +16.8% | +1.8% |
| 7D | -4.2% | -24.6% | +20.4% | +0.5% |
| 30D | -26.1% | -45.7% | +19.6% | -18.2% |
| 3M | -12.0% | -27.7% | +15.7% | -8.6% |
| 6M | -19.3% | -37.3% | +18.0% | -15.0% |
| YTD | +0.9% | +11.1% | -10.2% | -5.8% |
| 1Y | +3.4% | +27.2% | -23.8% | -6.3% |
| 3Y | +18.6% | +153.7% | -135.1% | -9.8% |
| 5Y | +56.6% | +159.0% | -102.4% | +15.4% |
| 10Y | +50.3% | +405.6% | -355.3% | -15.5% |
| All | -10.5% | +896.6% | -907.1% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling