+74.8%
IVV vs MTSI
+153.8%
-79.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -18.4% | +13.9% | -1.4% |
| 7D | -4.8% | -24.6% | +19.8% | -0.5% |
| 30D | -5.9% | -45.7% | +39.8% | +3.3% |
| 3M | -4.5% | -27.7% | +23.2% | -1.1% |
| 6M | +1.8% | -37.3% | +39.1% | +6.7% |
| YTD | +8.4% | +11.1% | -2.8% | -0.7% |
| 1Y | +9.4% | +27.2% | -17.8% | -3.3% |
| All | +74.8% | +153.8% | -79.0% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling