+2,178.8%
IBKR vs MTSI
+1,208.2%
+970.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.3% | -4.0% | +4.2% |
| 7D | +5.9% | +7.2% | -1.3% | +4.1% |
| 30D | -6.1% | -18.4% | +12.3% | -2.8% |
| 3M | -8.0% | -16.7% | +8.7% | -5.8% |
| 6M | -2.7% | -31.7% | +29.0% | +2.4% |
| YTD | +28.7% | +45.9% | -17.2% | +14.6% |
| 1Y | +16.9% | +47.0% | -30.1% | +4.0% |
| 3Y | +306.9% | +224.1% | +82.9% | +203.3% |
| 5Y | +363.0% | +238.5% | +124.5% | +235.6% |
| 10Y | +854.9% | +512.7% | +342.2% | +448.8% |
| All | +2,178.8% | +1,208.2% | +970.6% | +1,076.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling