+826.3%
MTSI vs IBB
+443.0%
+383.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -5.0% | -13.3% | -14.2% |
| 7D | -24.6% | -3.6% | -21.0% | -21.7% |
| 30D | -45.7% | +3.4% | -49.1% | -46.8% |
| 3M | -27.7% | +9.5% | -37.2% | -33.5% |
| 6M | -37.3% | +23.3% | -60.6% | -48.3% |
| YTD | +11.1% | +24.5% | -13.4% | -9.3% |
| 1Y | +27.2% | +32.9% | -5.7% | -2.1% |
| 3Y | +153.7% | +76.6% | +77.1% | +52.5% |
| 5Y | +159.0% | +35.5% | +123.5% | +94.9% |
| 10Y | +405.6% | +156.7% | +248.8% | +151.6% |
| All | +826.3% | +443.0% | +383.3% | +161.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling