+17.0%
IEFA vs MTSI
+59.5%
-42.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.6% |
| 7D | +1.9% | -10.7% | +12.5% | +2.8% |
| 30D | +1.4% | -29.0% | +30.4% | +4.3% |
| 3M | -1.4% | -14.7% | +13.3% | -0.8% |
| 6M | +6.3% | -20.1% | +26.4% | +7.0% |
| YTD | +11.9% | +36.1% | -24.2% | +7.3% |
| 1Y | +17.0% | +61.7% | -44.8% | +10.4% |
| All | +17.0% | +59.5% | -42.6% | +10.4% |
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