+20.0%
IWM vs MTSI
+183.3%
-163.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.8% | -9.8% | -1.9% |
| 7D | -2.0% | -10.0% | +8.0% | +0.1% |
| 30D | -1.5% | -37.2% | +35.7% | +10.2% |
| 3M | -8.0% | -30.1% | +22.1% | -1.4% |
| 6M | -4.1% | -31.9% | +27.8% | +1.0% |
| YTD | +11.9% | +23.2% | -11.2% | -4.8% |
| 1Y | +15.0% | +26.4% | -11.4% | -3.4% |
| 3Y | +64.2% | +186.2% | -122.0% | -6.4% |
| All | +20.0% | +183.3% | -163.3% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling