+451.3%
MTSI vs EMB
+28.9%
+422.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | 0.0% | +10.8% | +10.8% |
| 7D | -10.0% | -0.1% | -9.9% | -9.7% |
| 30D | -37.2% | +1.3% | -38.5% | -38.6% |
| 3M | -30.1% | -2.2% | -27.8% | -27.3% |
| 6M | -31.9% | -2.3% | -29.6% | -28.8% |
| YTD | +23.2% | -0.6% | +23.8% | +25.6% |
| 1Y | +26.4% | +0.5% | +25.9% | +26.8% |
| 3Y | +186.2% | +29.4% | +156.7% | +95.0% |
| 5Y | +187.0% | +6.5% | +180.6% | +174.3% |
| All | +451.3% | +28.9% | +422.4% | +349.9% |
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