+307.2%
IBKR vs MTSI
+203.6%
+103.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.1% | +2.1% |
| 7D | +7.9% | +10.0% | -2.1% | +4.9% |
| 30D | -2.8% | -20.3% | +17.6% | +2.2% |
| 3M | -10.5% | -24.4% | +14.0% | -5.3% |
| 6M | -3.7% | -39.2% | +35.5% | +6.1% |
| YTD | +27.6% | +35.5% | -7.9% | +6.9% |
| 1Y | +22.5% | +43.0% | -20.5% | +0.7% |
| 3Y | +307.2% | +196.3% | +111.0% | +177.9% |
| All | +307.2% | +203.6% | +103.6% | +177.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling