+26.4%
MTSI vs IBN
+14.0%
+12.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +4.2% | +6.7% | +10.4% |
| 7D | -10.0% | +15.1% | -25.1% | -11.5% |
| 30D | -37.2% | +21.6% | -58.8% | -39.8% |
| 3M | -30.1% | +11.2% | -41.2% | -30.3% |
| 6M | -31.9% | +27.8% | -59.7% | -36.9% |
| YTD | +23.2% | +14.7% | +8.5% | +19.7% |
| 1Y | +26.4% | +14.4% | +12.0% | +22.9% |
| All | +26.4% | +14.0% | +12.4% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling