+206.8%
IEFA vs MTSI
+1,785.2%
-1,578.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.0% | -6.0% | +1.7% |
| 7D | +1.1% | +3.5% | -2.4% | +0.2% |
| 30D | +1.2% | -30.3% | +31.5% | +5.9% |
| 3M | -3.4% | -26.0% | +22.6% | -0.4% |
| 6M | +2.0% | -36.1% | +38.1% | +6.5% |
| YTD | +11.0% | +34.3% | -23.3% | +2.4% |
| 1Y | +15.2% | +35.3% | -20.0% | +6.0% |
| 3Y | +68.4% | +217.6% | -149.2% | +31.9% |
| 5Y | +48.4% | +210.1% | -161.7% | +14.5% |
| 10Y | +146.4% | +471.4% | -325.0% | +56.0% |
| All | +206.8% | +1,785.2% | -1,578.4% | +62.9% |
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