+228.3%
MTSI vs IAG
+427.4%
-199.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.1% | +3.5% | -0.7% |
| 7D | +29.1% | -2.1% | +31.2% | +29.6% |
| 30D | -20.4% | -6.2% | -14.2% | -19.5% |
| 3M | -20.9% | -5.1% | -15.8% | -20.3% |
| 6M | -32.3% | -10.0% | -22.3% | -31.6% |
| YTD | +43.5% | +3.9% | +39.5% | +40.4% |
| 1Y | +43.8% | +18.9% | +24.9% | +37.9% |
| 3Y | +218.8% | +651.8% | -433.0% | +137.7% |
| 5Y | +228.3% | +416.3% | -187.9% | +134.9% |
| All | +228.3% | +427.4% | -199.0% | +134.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling