+1,002.1%
MTSI vs IAG
+46.0%
+956.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.7% | +5.1% | -0.8% |
| 7D | -3.8% | +16.8% | -20.7% | -5.4% |
| 30D | -31.4% | -1.5% | -29.9% | -31.2% |
| 3M | -23.8% | +0.5% | -24.2% | -23.8% |
| 6M | -37.1% | -1.0% | -36.1% | -37.2% |
| YTD | +32.2% | +12.3% | +19.9% | +29.6% |
| 1Y | +26.9% | +39.2% | -12.3% | +21.9% |
| 3Y | +193.7% | +712.3% | -518.5% | +139.4% |
| 5Y | +218.0% | +484.2% | -266.2% | +156.8% |
| 10Y | +477.8% | +382.3% | +95.5% | +357.8% |
| All | +1,002.1% | +46.0% | +956.1% | +842.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling