+1,208.8%
MTSI vs EWJ
+218.4%
+990.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.0% |
| 7D | +1.4% | +2.5% | -1.1% | -1.4% |
| 30D | +2.1% | +3.3% | -1.2% | -1.2% |
| 3M | -29.7% | +5.0% | -34.7% | -32.4% |
| 6M | +12.5% | +11.5% | +1.0% | +1.6% |
| YTD | +57.0% | +22.4% | +34.6% | +27.1% |
| 1Y | +103.9% | +30.2% | +73.7% | +54.7% |
| 3Y | +223.6% | +72.8% | +150.8% | +79.9% |
| 5Y | +321.6% | +54.1% | +267.4% | +167.2% |
| 10Y | +517.7% | +140.6% | +377.1% | +171.6% |
| All | +1,208.8% | +218.4% | +990.4% | +394.1% |
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