+13.9%
IEMG vs MTSI
+59.5%
-45.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | -3.1% | -10.7% | +7.6% | -0.8% |
| 30D | -10.3% | -29.0% | +18.7% | -4.0% |
| 3M | -6.6% | -14.7% | +8.1% | -4.9% |
| 6M | -3.9% | -20.1% | +16.2% | +0.2% |
| YTD | +12.4% | +36.1% | -23.7% | +9.2% |
| 1Y | +13.9% | +61.7% | -47.9% | +9.0% |
| All | +13.9% | +59.5% | -45.6% | +9.0% |
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