+471.4%
MTSI vs IBN
+368.7%
+102.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.7% | +7.4% | +8.4% |
| 7D | +3.5% | +14.6% | -11.1% | -2.1% |
| 30D | -30.3% | +23.5% | -53.8% | -36.4% |
| 3M | -26.0% | +14.0% | -40.0% | -30.4% |
| 6M | -36.1% | +31.1% | -67.2% | -43.3% |
| YTD | +34.3% | +16.6% | +17.7% | +24.9% |
| 1Y | +35.3% | +14.9% | +20.4% | +26.4% |
| 3Y | +217.6% | +56.9% | +160.8% | +155.0% |
| 5Y | +210.1% | +69.7% | +140.4% | +138.7% |
| 10Y | +471.4% | +365.4% | +106.1% | +215.6% |
| All | +471.4% | +368.7% | +102.8% | +215.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling