+44.0%
IEFA vs MTSI
+182.7%
-138.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.8% | -11.6% | -2.6% |
| 7D | -1.6% | -10.0% | +8.4% | -0.3% |
| 30D | -1.5% | -37.2% | +35.7% | +5.7% |
| 3M | -5.2% | -30.1% | +24.9% | -0.9% |
| 6M | -1.6% | -31.9% | +30.3% | +1.8% |
| YTD | +7.7% | +23.2% | -15.5% | -2.2% |
| 1Y | +12.2% | +26.4% | -14.2% | +1.1% |
| 3Y | +62.1% | +186.2% | -124.1% | +13.8% |
| All | +44.0% | +182.7% | -138.7% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling