+44.7%
IBKR vs MTSI
+105.1%
-60.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.8% | -1.0% |
| 7D | -3.3% | +1.4% | -4.7% | -3.5% |
| 30D | +4.5% | +2.1% | +2.4% | +3.6% |
| 3M | +6.5% | -29.7% | +36.2% | +12.5% |
| 6M | +34.2% | +12.5% | +21.7% | +23.9% |
| YTD | +44.5% | +57.0% | -12.6% | +22.3% |
| 1Y | +44.7% | +103.9% | -59.2% | +14.5% |
| All | +44.7% | +105.1% | -60.4% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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