+471.4%
MTSI vs EWJ
+126.6%
+344.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.6% | +5.4% | +4.0% |
| 7D | +3.5% | -1.5% | +5.0% | +7.0% |
| 30D | -30.3% | -6.5% | -23.8% | -22.2% |
| 3M | -26.0% | -5.6% | -20.4% | -18.1% |
| 6M | -36.1% | -0.3% | -35.8% | -33.2% |
| YTD | +34.3% | +13.9% | +20.4% | +16.6% |
| 1Y | +35.3% | +14.6% | +20.7% | +16.7% |
| 3Y | +217.6% | +66.6% | +151.0% | +63.1% |
| 5Y | +210.1% | +47.7% | +162.4% | +90.7% |
| 10Y | +471.4% | +126.0% | +345.4% | +119.4% |
| All | +471.4% | +126.6% | +344.8% | +119.4% |
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