+19.2%
IWM vs MTSI
+153.3%
-134.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -18.4% | +13.8% | +0.3% |
| 7D | -4.6% | -24.6% | +20.0% | +2.3% |
| 30D | -3.7% | -45.7% | +42.0% | +12.1% |
| 3M | -9.4% | -27.7% | +18.4% | -4.4% |
| 6M | -3.6% | -37.3% | +33.7% | +3.8% |
| YTD | +10.8% | +11.1% | -0.3% | -3.0% |
| 1Y | +11.9% | +27.2% | -15.3% | -7.3% |
| 3Y | +60.6% | +153.7% | -93.1% | -5.1% |
| 5Y | +19.2% | +159.0% | -139.8% | -34.2% |
| All | +19.2% | +153.3% | -134.1% | -34.2% |
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