+125.6%
IEMG vs MTSI
+454.4%
-328.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.4% |
| 7D | -0.7% | -3.8% | +3.2% | -0.3% |
| 30D | -9.4% | -31.4% | +22.0% | -3.4% |
| 3M | -7.3% | -23.8% | +16.5% | -3.7% |
| 6M | -10.4% | -37.1% | +26.7% | -4.2% |
| YTD | +10.6% | +32.2% | -21.6% | +2.0% |
| 1Y | +10.5% | +26.9% | -16.4% | +2.5% |
| 3Y | +67.7% | +193.7% | -126.0% | +29.0% |
| 5Y | +36.2% | +218.0% | -181.8% | +0.9% |
| 10Y | +125.6% | +477.8% | -352.2% | +33.0% |
| All | +125.6% | +454.4% | -328.8% | +33.0% |
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