+231.9%
MTSI vs EMB
+30.3%
+201.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.4% | +3.4% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | +2.1% | -0.3% | +2.4% | +2.7% |
| 3M | -29.7% | -0.4% | -29.3% | -28.7% |
| 6M | +12.5% | +0.1% | +12.4% | +13.0% |
| YTD | +57.0% | +1.6% | +55.4% | +52.9% |
| 1Y | +103.9% | +5.6% | +98.3% | +83.7% |
| All | +231.9% | +30.3% | +201.6% | +117.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling