+9.4%
IVV vs MTSI
+31.6%
-22.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -18.4% | +13.9% | -2.6% |
| 7D | -4.8% | -24.6% | +19.8% | -2.3% |
| 30D | -5.9% | -45.7% | +39.8% | -0.9% |
| 3M | -4.5% | -27.7% | +23.2% | -2.4% |
| 6M | +1.8% | -37.3% | +39.1% | +4.9% |
| YTD | +8.4% | +11.1% | -2.8% | +5.4% |
| 1Y | +9.4% | +27.2% | -17.8% | +5.0% |
| All | +9.4% | +31.6% | -22.2% | +5.0% |
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