+362.3%
IGV vs MTSI
+539.0%
-176.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.3% | -8.4% | -0.5% |
| 7D | -1.3% | +7.2% | -8.5% | -3.5% |
| 30D | -8.1% | -18.4% | +10.3% | -4.8% |
| 3M | -1.6% | -16.7% | +15.1% | +0.2% |
| 6M | +12.7% | -31.7% | +44.5% | +17.9% |
| YTD | -3.3% | +45.9% | -49.1% | -19.1% |
| 1Y | -7.9% | +47.0% | -54.9% | -23.2% |
| 3Y | +40.3% | +224.1% | -183.7% | -8.6% |
| 5Y | +17.3% | +238.5% | -221.2% | -26.0% |
| 10Y | +362.3% | +512.7% | -150.4% | +116.3% |
| All | +362.3% | +539.0% | -176.8% | +116.3% |
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