+62.6%
IWM vs MTSI
+153.8%
-91.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -18.4% | +13.8% | -0.8% |
| 7D | -4.6% | -24.6% | +20.0% | +0.7% |
| 30D | -3.7% | -45.7% | +42.0% | +8.4% |
| 3M | -9.4% | -27.7% | +18.4% | -5.5% |
| 6M | -3.6% | -37.3% | +33.7% | +2.2% |
| YTD | +10.8% | +11.1% | -0.3% | -0.6% |
| 1Y | +11.9% | +27.2% | -15.3% | -4.0% |
| All | +62.6% | +153.8% | -91.2% | -0.1% |
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