+197.8%
IEFA vs MTSI
+1,629.3%
-1,431.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.8% | -11.6% | -2.4% |
| 7D | -1.6% | -10.0% | +8.4% | -0.4% |
| 30D | -1.5% | -37.2% | +35.7% | +4.7% |
| 3M | -5.2% | -30.1% | +24.9% | -1.5% |
| 6M | -1.6% | -31.9% | +30.3% | +1.5% |
| YTD | +7.7% | +23.2% | -15.5% | +0.7% |
| 1Y | +12.2% | +26.4% | -14.2% | +4.3% |
| 3Y | +62.1% | +186.2% | -124.1% | +29.0% |
| 5Y | +43.7% | +187.0% | -143.3% | +12.2% |
| 10Y | +142.7% | +460.4% | -317.7% | +54.1% |
| All | +197.8% | +1,629.3% | -1,431.6% | +60.2% |
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 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