+163.2%
IYR vs MTSI
+1,308.1%
-1,145.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.1% |
| 7D | -1.2% | +1.4% | -2.6% | -1.4% |
| 30D | -2.9% | +2.1% | -4.9% | -3.4% |
| 3M | +0.8% | -29.7% | +30.6% | +4.0% |
| 6M | +1.9% | +12.5% | -10.7% | -1.4% |
| YTD | +9.6% | +57.0% | -47.4% | +1.6% |
| 1Y | +8.1% | +103.9% | -95.8% | -3.6% |
| 3Y | +29.2% | +223.6% | -194.4% | +6.4% |
| 5Y | +4.3% | +321.6% | -317.3% | -18.0% |
| 10Y | +64.7% | +517.7% | -453.0% | +13.6% |
| All | +163.2% | +1,308.1% | -1,145.0% | +67.6% |
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