+161.6%
IWM vs MTSI
+448.7%
-287.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.8% | -9.8% | -1.5% |
| 7D | -2.0% | -10.0% | +8.0% | -0.2% |
| 30D | -1.5% | -37.2% | +35.7% | +8.3% |
| 3M | -8.0% | -30.1% | +22.1% | -2.4% |
| 6M | -4.1% | -31.9% | +27.8% | +0.6% |
| YTD | +11.9% | +23.2% | -11.2% | +0.5% |
| 1Y | +15.0% | +26.4% | -11.4% | +2.4% |
| 3Y | +64.2% | +186.2% | -122.0% | +15.8% |
| 5Y | +20.4% | +187.0% | -166.7% | -17.0% |
| All | +161.6% | +448.7% | -287.1% | +36.3% |
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