+926.7%
MTSI vs EWJ
+185.9%
+740.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | 0.0% | +10.8% | +10.8% |
| 7D | -10.0% | -5.0% | -5.0% | -3.6% |
| 30D | -37.2% | -10.2% | -27.0% | -27.8% |
| 3M | -30.1% | -7.2% | -22.8% | -22.2% |
| 6M | -31.9% | -3.2% | -28.7% | -26.7% |
| YTD | +23.2% | +9.9% | +13.3% | +14.6% |
| 1Y | +26.4% | +11.0% | +15.4% | +16.4% |
| 3Y | +186.2% | +57.3% | +128.8% | +80.3% |
| 5Y | +187.0% | +41.3% | +145.8% | +104.8% |
| 10Y | +460.4% | +117.5% | +342.9% | +182.2% |
| All | +926.7% | +185.9% | +740.8% | +345.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling