+451.3%
MTSI vs IAG
+365.5%
+85.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +7.2% | +3.6% | +9.8% |
| 7D | -10.0% | +21.4% | -31.4% | -12.5% |
| 30D | -37.2% | +4.0% | -41.2% | -37.5% |
| 3M | -30.1% | +17.0% | -47.1% | -31.7% |
| 6M | -31.9% | +1.4% | -33.3% | -32.4% |
| YTD | +23.2% | +13.8% | +9.4% | +19.5% |
| 1Y | +26.4% | +55.8% | -29.4% | +17.8% |
| 3Y | +186.2% | +647.4% | -461.3% | +117.2% |
| 5Y | +187.0% | +519.1% | -332.1% | +111.0% |
| All | +451.3% | +365.5% | +85.8% | +307.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling