-9.2%
IGV vs MTSI
+32.8%
-42.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.0% | -6.4% | +2.4% |
| 7D | -0.4% | +3.5% | -4.0% | -0.5% |
| 30D | -9.9% | -30.3% | +20.4% | -10.3% |
| 3M | -1.2% | -26.0% | +24.8% | -1.1% |
| 6M | +11.3% | -36.1% | +47.4% | +10.6% |
| YTD | -4.0% | +34.3% | -38.3% | -11.7% |
| All | -9.2% | +32.8% | -42.0% | -15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling