+5.9%
IYR vs MTSI
+231.3%
-225.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | -0.1% | +29.1% | -29.2% | -2.9% |
| 30D | +5.7% | -20.4% | +26.1% | +7.7% |
| 3M | -0.6% | -20.9% | +20.3% | +0.9% |
| 6M | +0.5% | -32.3% | +32.8% | +3.2% |
| YTD | +10.4% | +43.5% | -33.1% | -0.9% |
| 1Y | +9.2% | +43.8% | -34.6% | -2.3% |
| 3Y | +40.5% | +218.8% | -178.2% | +0.3% |
| 5Y | +5.9% | +228.3% | -222.4% | -28.0% |
| All | +5.9% | +231.3% | -225.3% | -28.0% |
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 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