-11.5%
IREN vs MTSI
+173.6%
-185.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +10.8% | +9.2% | +11.2% |
| 7D | -9.6% | -10.0% | +0.3% | -0.5% |
| 30D | -44.1% | -37.2% | -6.9% | -18.3% |
| 3M | -42.9% | -30.1% | -12.9% | -25.2% |
| 6M | -64.5% | -31.9% | -32.6% | -53.8% |
| YTD | -42.7% | +23.2% | -65.9% | -54.4% |
| 1Y | -67.7% | +26.4% | -94.1% | -74.8% |
| 3Y | +547.9% | +186.2% | +361.8% | +130.8% |
| All | -11.5% | +173.6% | -185.1% | -71.1% |
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 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