+144.2%
IEFA vs MTSI
+529.6%
-385.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.9% |
| 7D | +1.2% | +4.9% | -3.7% | +0.4% |
| 30D | -0.6% | -11.6% | +11.0% | +1.0% |
| 3M | +6.2% | -24.1% | +30.3% | +9.7% |
| 6M | +11.2% | +32.4% | -21.3% | +4.6% |
| YTD | +14.2% | +60.4% | -46.3% | +3.8% |
| 1Y | +20.0% | +111.0% | -91.0% | +3.9% |
| 3Y | +68.8% | +246.1% | -177.4% | +31.7% |
| 5Y | +52.7% | +340.3% | -287.7% | +12.9% |
| 10Y | +144.2% | +539.5% | -395.3% | +53.6% |
| All | +144.2% | +529.6% | -385.3% | +53.6% |
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