+1,208.8%
MTSI vs EMB
+64.5%
+1,144.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.5% |
| 3M | -29.7% | -0.4% | -29.3% | -29.1% |
| 6M | +12.5% | +0.1% | +12.4% | +13.1% |
| YTD | +57.0% | +1.6% | +55.4% | +54.6% |
| 1Y | +103.9% | +5.6% | +98.3% | +90.0% |
| 3Y | +223.6% | +29.8% | +193.7% | +127.7% |
| 5Y | +321.6% | +7.3% | +314.3% | +293.0% |
| 10Y | +517.7% | +30.4% | +487.3% | +383.9% |
| All | +1,208.8% | +64.5% | +1,144.3% | +677.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling