+26.4%
MTSI vs IAG
+55.8%
-29.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +7.2% | +3.6% | +8.7% |
| 7D | -10.0% | +21.4% | -31.4% | -15.0% |
| 30D | -37.2% | +4.0% | -41.2% | -37.8% |
| 3M | -30.1% | +17.0% | -47.1% | -33.1% |
| 6M | -31.9% | +1.4% | -33.3% | -33.5% |
| YTD | +23.2% | +13.8% | +9.4% | +14.5% |
| 1Y | +26.4% | +55.8% | -29.4% | +1.7% |
| All | +26.4% | +55.8% | -29.4% | +1.7% |
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 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