-5.3%
IGV vs MTSI
+35.9%
-41.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | -0.1% |
| 7D | +2.3% | +10.0% | -7.7% | +2.1% |
| 30D | -6.0% | -20.3% | +14.3% | -6.3% |
| 3M | -4.8% | -24.4% | +19.6% | -4.8% |
| 6M | +14.2% | -39.2% | +53.4% | +13.5% |
| YTD | -4.2% | +35.5% | -39.7% | -11.1% |
| 1Y | -5.3% | +43.0% | -48.3% | -13.6% |
| All | -5.3% | +35.9% | -41.2% | -13.6% |
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