+183.6%
MTSI vs EWJ
+41.8%
+141.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | 0.0% | +10.8% | +10.8% |
| 7D | -10.0% | -5.0% | -5.0% | -2.7% |
| 30D | -37.2% | -10.2% | -27.0% | -26.6% |
| 3M | -30.1% | -7.2% | -22.8% | -21.1% |
| 6M | -31.9% | -3.2% | -28.7% | -26.0% |
| YTD | +23.2% | +9.9% | +13.3% | +13.9% |
| 1Y | +26.4% | +11.0% | +15.4% | +15.6% |
| 3Y | +186.2% | +57.3% | +128.8% | +68.2% |
| All | +183.6% | +41.8% | +141.8% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling