+145.4%
IEMG vs MTSI
+2,104.5%
-1,959.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +1.0% |
| 7D | +2.2% | +1.4% | +0.8% | +2.0% |
| 30D | +4.6% | +2.1% | +2.5% | +3.7% |
| 3M | +0.4% | -29.7% | +30.1% | +6.4% |
| 6M | +16.4% | +12.5% | +3.8% | +12.3% |
| YTD | +25.4% | +57.0% | -31.6% | +13.6% |
| 1Y | +38.3% | +103.9% | -65.6% | +18.7% |
| 3Y | +84.1% | +223.6% | -139.5% | +41.4% |
| 5Y | +49.0% | +321.6% | -272.6% | +6.9% |
| 10Y | +141.8% | +517.7% | -375.9% | +43.1% |
| All | +145.4% | +2,104.5% | -1,959.1% | +19.5% |
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