+169.2%
IWM vs MTSI
+514.0%
-344.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.5% |
| 7D | +0.1% | +1.4% | -1.3% | -0.3% |
| 30D | -1.3% | +2.1% | -3.3% | -2.4% |
| 3M | +1.6% | -29.7% | +31.3% | +8.8% |
| 6M | +13.6% | +12.5% | +1.0% | +7.3% |
| YTD | +20.8% | +57.0% | -36.3% | +4.5% |
| 1Y | +26.4% | +103.9% | -77.5% | +1.9% |
| 3Y | +60.7% | +223.6% | -162.9% | +12.3% |
| 5Y | +38.2% | +321.6% | -283.4% | -10.8% |
| All | +169.2% | +514.0% | -344.8% | +34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling