-3.7%
IBKR vs MTSI
-38.3%
+34.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +0.2% |
| 3M | -10.5% | -24.4% | +14.0% | -7.1% |
| 6M | -3.7% | -39.2% | +35.5% | +0.1% |
| All | -3.7% | -38.3% | +34.6% | +0.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling