+61.7%
MTSI vs EWJ
+18.0%
+43.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -3.0% |
| 7D | -10.7% | -1.2% | -9.5% | -9.0% |
| 30D | -29.0% | -5.5% | -23.5% | -22.7% |
| 3M | -14.7% | -0.8% | -13.9% | -12.4% |
| 6M | -20.1% | +7.1% | -27.2% | -22.7% |
| YTD | +36.1% | +16.9% | +19.2% | +17.7% |
| 1Y | +61.7% | +18.2% | +43.6% | +37.9% |
| All | +61.7% | +18.0% | +43.8% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 1y: compounded portfolio wealth divided by compounded EWJ 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…
1y analysis · Full analysis span regression · 6 months rolling