+512.7%
MTSI vs EWJ
+127.4%
+385.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.9% | +8.4% | +7.7% |
| 7D | +7.2% | -1.9% | +9.0% | +11.6% |
| 30D | -18.4% | -5.3% | -13.1% | -10.4% |
| 3M | -16.7% | -4.3% | -12.4% | -9.3% |
| 6M | -31.7% | +0.4% | -32.1% | -29.1% |
| YTD | +45.9% | +14.7% | +31.2% | +25.7% |
| 1Y | +47.0% | +14.7% | +32.3% | +26.7% |
| 3Y | +224.1% | +66.2% | +157.9% | +67.3% |
| 5Y | +238.5% | +50.2% | +188.3% | +103.5% |
| 10Y | +512.7% | +127.1% | +385.6% | +133.0% |
| All | +512.7% | +127.4% | +385.3% | +133.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling