+1,208.8%
MTSI vs IAG
+61.5%
+1,147.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +3.7% |
| 7D | +1.4% | -0.5% | +1.9% | +1.4% |
| 30D | +2.1% | +28.9% | -26.8% | -0.6% |
| 3M | -29.7% | +19.1% | -48.9% | -31.1% |
| 6M | +12.5% | -10.3% | +22.8% | +12.9% |
| YTD | +57.0% | +24.2% | +32.8% | +52.2% |
| 1Y | +103.9% | +116.5% | -12.6% | +87.8% |
| 3Y | +223.6% | +742.8% | -519.2% | +161.7% |
| 5Y | +321.6% | +753.3% | -431.8% | +229.5% |
| 10Y | +517.7% | +403.2% | +114.5% | +384.4% |
| All | +1,208.8% | +61.5% | +1,147.3% | +1,006.8% |
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