+468.8%
MTSI vs EMB
+36.5%
+432.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.3% | -5.2% |
| 7D | +10.0% | -0.9% | +10.9% | +11.9% |
| 30D | -20.3% | +0.4% | -20.7% | -20.8% |
| 3M | -24.4% | -3.1% | -21.3% | -20.1% |
| 6M | -39.2% | -2.1% | -37.1% | -36.6% |
| YTD | +35.5% | -1.1% | +36.6% | +39.5% |
| 1Y | +43.0% | -0.1% | +43.1% | +44.8% |
| 3Y | +196.3% | +29.6% | +166.7% | +100.2% |
| 5Y | +210.0% | +7.2% | +202.8% | +193.6% |
| All | +468.8% | +36.5% | +432.3% | +334.9% |
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