+333.2%
IWM vs MTSI
+1,308.1%
-974.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.5% |
| 7D | +0.1% | +1.4% | -1.3% | -0.2% |
| 30D | -1.3% | +2.1% | -3.3% | -2.3% |
| 3M | +1.6% | -29.7% | +31.3% | +8.3% |
| 6M | +13.6% | +12.5% | +1.0% | +7.8% |
| YTD | +20.8% | +57.0% | -36.3% | +5.8% |
| 1Y | +26.4% | +103.9% | -77.5% | +3.7% |
| 3Y | +60.7% | +223.6% | -162.9% | +15.8% |
| 5Y | +38.2% | +321.6% | -283.4% | -7.4% |
| 10Y | +169.5% | +517.7% | -348.2% | +47.3% |
| All | +333.2% | +1,308.1% | -974.9% | +102.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling