-4.9%
IGV vs MTSI
+105.8%
-110.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -2.3% |
| 7D | -4.5% | +1.4% | -5.9% | -4.5% |
| 30D | +3.2% | +2.1% | +1.1% | +3.1% |
| 3M | +4.5% | -29.7% | +34.3% | +4.6% |
| 6M | +22.1% | +12.5% | +9.6% | +18.1% |
| YTD | -1.0% | +57.0% | -58.1% | -8.9% |
| All | -4.9% | +105.8% | -110.7% | -16.6% |
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