+539.5%
MTSI vs IAG
+371.0%
+168.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.4% |
| 7D | +4.9% | +4.3% | +0.6% | +4.3% |
| 30D | -11.6% | +9.8% | -21.4% | -12.8% |
| 3M | -24.1% | +28.9% | -53.0% | -26.8% |
| 6M | +32.4% | -7.6% | +40.0% | +32.4% |
| YTD | +60.4% | +22.0% | +38.5% | +54.2% |
| 1Y | +111.0% | +99.5% | +11.5% | +90.8% |
| 3Y | +246.1% | +818.3% | -572.1% | +158.7% |
| 5Y | +340.3% | +785.9% | -445.6% | +214.0% |
| 10Y | +539.5% | +381.1% | +158.4% | +374.3% |
| All | +539.5% | +371.0% | +168.6% | +374.3% |
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