+487.2%
IBKR vs MTSI
+359.4%
+127.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -2.0% |
| 7D | +1.3% | +11.1% | -9.8% | -1.9% |
| 30D | -0.3% | -3.7% | +3.3% | +0.4% |
| 3M | +4.7% | -20.2% | +24.9% | +9.9% |
| 6M | +34.0% | +30.8% | +3.2% | +17.9% |
| YTD | +40.8% | +67.0% | -26.2% | +13.0% |
| 1Y | +45.7% | +120.4% | -74.7% | +5.6% |
| 3Y | +288.4% | +260.4% | +28.0% | +129.8% |
| 5Y | +487.2% | +356.3% | +130.9% | +204.7% |
| All | +487.2% | +359.4% | +127.7% | +204.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling