+217.5%
IEFA vs MTSI
+2,104.5%
-1,887.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.3% | -0.4% |
| 7D | +0.6% | +1.4% | -0.8% | +0.4% |
| 30D | +1.0% | +2.1% | -1.0% | +0.3% |
| 3M | +4.7% | -29.7% | +34.4% | +9.4% |
| 6M | +8.6% | +12.5% | -4.0% | +4.8% |
| YTD | +14.8% | +57.0% | -42.2% | +4.8% |
| 1Y | +22.6% | +103.9% | -81.3% | +6.9% |
| 3Y | +67.0% | +223.6% | -156.6% | +32.1% |
| 5Y | +52.3% | +321.6% | -269.3% | +13.8% |
| 10Y | +147.3% | +517.7% | -370.4% | +56.6% |
| All | +217.5% | +2,104.5% | -1,887.0% | +66.8% |
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