+26.9%
MTSI vs IAG
+42.2%
-15.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.7% | +5.1% | +0.4% |
| 7D | -3.8% | +16.8% | -20.7% | -8.0% |
| 30D | -31.4% | -1.5% | -29.9% | -31.1% |
| 3M | -23.8% | +0.5% | -24.2% | -23.9% |
| 6M | -37.1% | -1.0% | -36.1% | -38.2% |
| YTD | +32.2% | +12.3% | +19.9% | +24.2% |
| 1Y | +26.9% | +39.2% | -12.3% | +9.3% |
| All | +26.9% | +42.2% | -15.3% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling