+11.0%
IVV vs MTSI
+38.8%
-27.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.8% | -10.5% | -0.8% |
| 7D | -2.7% | -10.0% | +7.3% | -1.8% |
| 30D | -5.4% | -37.2% | +31.8% | -1.5% |
| 3M | -4.1% | -30.1% | +26.0% | -1.4% |
| 6M | +0.7% | -31.9% | +32.6% | +3.0% |
| YTD | +8.7% | +23.2% | -14.4% | +2.4% |
| 1Y | +11.0% | +26.4% | -15.4% | +3.5% |
| All | +11.0% | +38.8% | -27.8% | +3.5% |
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 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