+144.8%
IEMG vs MTSI
+571.2%
-426.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.7% | -1.3% |
| 7D | +1.6% | +11.1% | -9.5% | -0.5% |
| 30D | +4.6% | -3.7% | +8.3% | +5.1% |
| 3M | +4.8% | -20.2% | +25.1% | +8.6% |
| 6M | +16.8% | +30.8% | -14.0% | +9.7% |
| YTD | +24.8% | +67.0% | -42.2% | +11.5% |
| 1Y | +34.3% | +120.4% | -86.1% | +13.2% |
| 3Y | +87.0% | +260.4% | -173.4% | +39.9% |
| 5Y | +49.9% | +356.3% | -306.3% | +5.2% |
| 10Y | +144.8% | +581.1% | -436.3% | +42.0% |
| All | +144.8% | +571.2% | -426.4% | +42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling