+581.1%
MTSI vs EWJ
+138.2%
+442.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.0% | +5.1% | +5.4% |
| 7D | +11.1% | +1.0% | +10.1% | +9.5% |
| 30D | -3.7% | +1.0% | -4.7% | -4.6% |
| 3M | -20.2% | +7.2% | -27.5% | -26.2% |
| 6M | +30.8% | +13.9% | +16.9% | +12.3% |
| YTD | +67.0% | +20.8% | +46.3% | +31.6% |
| 1Y | +120.4% | +26.4% | +94.1% | +64.3% |
| 3Y | +260.4% | +71.8% | +188.6% | +75.5% |
| 5Y | +356.3% | +49.9% | +306.4% | +171.6% |
| 10Y | +581.1% | +140.0% | +441.1% | +157.8% |
| All | +581.1% | +138.2% | +442.8% | +157.8% |
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