+23.5%
IGV vs MTSI
+320.9%
-297.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -3.2% |
| 7D | -4.5% | +1.4% | -5.9% | -4.9% |
| 30D | +3.2% | +2.1% | +1.1% | +1.3% |
| 3M | +4.5% | -29.7% | +34.3% | +13.7% |
| 6M | +22.1% | +12.5% | +9.6% | +9.1% |
| YTD | -1.0% | +57.0% | -58.1% | -23.9% |
| 1Y | -2.1% | +103.9% | -106.0% | -33.7% |
| 3Y | +44.6% | +223.6% | -179.0% | -26.8% |
| All | +23.5% | +320.9% | -297.4% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling