+37.7%
IGV vs MTSI
+210.0%
-172.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.9% |
| 7D | -2.3% | -3.8% | +1.6% | -2.0% |
| 30D | -11.0% | -31.4% | +20.4% | -5.8% |
| 3M | -4.5% | -23.8% | +19.3% | -1.5% |
| 6M | +10.1% | -37.1% | +47.2% | +15.9% |
| YTD | -5.1% | +32.2% | -37.3% | -21.2% |
| 1Y | -10.2% | +26.9% | -37.2% | -24.7% |
| 3Y | +37.7% | +193.7% | -156.0% | -18.8% |
| All | +37.7% | +210.0% | -172.3% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling