+111.0%
MTSI vs EWJ
+26.9%
+84.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.6% |
| 7D | +4.9% | +2.9% | +2.0% | +0.8% |
| 30D | -11.6% | +1.1% | -12.7% | -12.5% |
| 3M | -24.1% | +7.1% | -31.2% | -29.4% |
| 6M | +32.4% | +16.2% | +16.2% | +13.7% |
| YTD | +60.4% | +22.0% | +38.5% | +25.9% |
| 1Y | +111.0% | +26.2% | +84.8% | +58.4% |
| All | +111.0% | +26.9% | +84.1% | +58.4% |
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 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