+697.3%
IGV vs MTSI
+1,186.7%
-489.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.4% |
| 7D | +2.5% | +29.1% | -26.6% | -3.4% |
| 30D | -8.6% | -20.4% | +11.8% | -5.0% |
| 3M | -1.6% | -20.9% | +19.3% | +1.3% |
| 6M | +13.4% | -32.3% | +45.7% | +18.4% |
| YTD | -4.0% | +43.5% | -47.5% | -17.9% |
| 1Y | -7.6% | +43.8% | -51.4% | -21.1% |
| 3Y | +39.3% | +218.8% | -179.5% | -4.6% |
| 5Y | +14.5% | +228.3% | -213.8% | -23.3% |
| 10Y | +358.7% | +502.6% | -143.9% | +139.6% |
| All | +697.3% | +1,186.7% | -489.4% | +257.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling