+18.9%
IWM vs MTSI
+59.5%
-40.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | +1.0% | -10.7% | +11.6% | +2.3% |
| 30D | +0.2% | -29.0% | +29.2% | +4.2% |
| 3M | -5.6% | -14.7% | +9.1% | -4.9% |
| 6M | +2.7% | -20.1% | +22.8% | +3.6% |
| YTD | +16.2% | +36.1% | -19.9% | +8.2% |
| 1Y | +18.9% | +61.7% | -42.8% | +8.4% |
| All | +18.9% | +59.5% | -40.6% | +8.4% |
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