+512.7%
MTSI vs EMB
+35.7%
+477.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.1% | +10.2% | +10.2% |
| 7D | +7.2% | -0.4% | +7.6% | +8.2% |
| 30D | -18.4% | +1.1% | -19.5% | -19.9% |
| 3M | -16.7% | -2.0% | -14.7% | -13.7% |
| 6M | -31.7% | -1.9% | -29.8% | -29.0% |
| YTD | +45.9% | -0.5% | +46.4% | +48.7% |
| 1Y | +47.0% | +0.1% | +46.9% | +48.5% |
| 3Y | +224.1% | +29.7% | +194.4% | +118.7% |
| 5Y | +238.5% | +8.1% | +230.4% | +215.9% |
| 10Y | +512.7% | +36.3% | +476.4% | +365.9% |
| All | +512.7% | +35.7% | +477.0% | +365.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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