+19.2%
IEFA vs MTSI
+119.6%
-100.4%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.1% | -5.2% | -1.5% |
| 7D | -0.5% | +11.1% | -11.5% | -1.6% |
| 30D | -1.1% | -3.7% | +2.6% | -0.9% |
| 3M | +5.1% | -20.2% | +25.3% | +7.0% |
| 6M | +9.3% | +30.8% | -21.5% | +4.6% |
| YTD | +13.0% | +67.0% | -54.1% | +5.6% |
| 1Y | +19.2% | +120.4% | -101.3% | +7.4% |
| All | +19.2% | +119.6% | -100.4% | +7.4% |
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