+817.2%
IBKR vs MTSI
+465.0%
+352.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.1% | +1.8% |
| 7D | +7.9% | +10.0% | -2.1% | +5.5% |
| 30D | -2.8% | -20.3% | +17.6% | +1.3% |
| 3M | -10.5% | -24.4% | +14.0% | -6.2% |
| 6M | -3.7% | -39.2% | +35.5% | +4.2% |
| YTD | +27.6% | +35.5% | -7.9% | +14.3% |
| 1Y | +22.5% | +43.0% | -20.5% | +8.4% |
| 3Y | +307.2% | +196.3% | +111.0% | +202.3% |
| 5Y | +357.7% | +210.0% | +147.6% | +228.9% |
| All | +817.2% | +465.0% | +352.2% | +403.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling