+10.4%
IYR vs MTSI
+38.8%
-28.4%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.8% | -11.4% | -0.5% |
| 7D | +2.0% | -10.0% | +12.0% | +1.9% |
| 30D | +8.2% | -37.2% | +45.4% | +7.8% |
| 3M | -1.7% | -30.1% | +28.3% | -2.0% |
| 6M | -0.4% | -31.9% | +31.5% | -1.2% |
| YTD | +9.9% | +23.2% | -13.3% | +6.5% |
| 1Y | +10.4% | +26.4% | -15.9% | +6.8% |
| All | +10.4% | +38.8% | -28.4% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling