+61.7%
MTSI vs IBB
+42.2%
+19.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.7% |
| 7D | -10.7% | +2.2% | -12.9% | -11.2% |
| 30D | -29.0% | +6.3% | -35.3% | -30.1% |
| 3M | -14.7% | +16.3% | -31.0% | -19.5% |
| 6M | -20.1% | +30.0% | -50.1% | -29.3% |
| YTD | +36.1% | +31.1% | +5.0% | +19.3% |
| 1Y | +61.7% | +42.0% | +19.8% | +39.2% |
| All | +61.7% | +42.2% | +19.5% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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