+121.4%
IEMG vs MTSI
+1,948.0%
-1,826.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +10.3% | -8.0% | +0.4% |
| 7D | +0.7% | +7.2% | -6.5% | -1.0% |
| 30D | -6.4% | -18.4% | +12.0% | -3.6% |
| 3M | -5.5% | -16.7% | +11.2% | -3.7% |
| 6M | -8.3% | -31.7% | +23.4% | -3.7% |
| YTD | +13.2% | +45.9% | -32.7% | +2.6% |
| 1Y | +13.0% | +47.0% | -34.0% | +2.1% |
| 3Y | +71.6% | +224.1% | -152.5% | +30.3% |
| 5Y | +37.1% | +238.5% | -201.4% | +1.1% |
| 10Y | +135.2% | +512.7% | -377.5% | +38.0% |
| All | +121.4% | +1,948.0% | -1,826.6% | +7.9% |
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