-37.3%
MTSI vs IBB
+22.6%
-59.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -5.0% | -13.3% | -16.8% |
| 7D | -24.6% | -3.6% | -21.0% | -23.2% |
| 30D | -45.7% | +3.4% | -49.1% | -44.4% |
| 3M | -27.7% | +9.5% | -37.2% | -26.8% |
| 6M | -37.3% | +23.3% | -60.6% | -37.4% |
| All | -37.3% | +22.6% | -59.9% | -37.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling