+26.9%
MTSI vs IBN
+16.2%
+10.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.8% | -1.7% |
| 7D | -3.8% | +15.8% | -19.6% | -5.3% |
| 30D | -31.4% | +25.1% | -56.4% | -34.3% |
| 3M | -23.8% | +16.0% | -39.7% | -24.7% |
| 6M | -37.1% | +32.8% | -69.8% | -42.1% |
| YTD | +32.2% | +18.0% | +14.2% | +28.3% |
| 1Y | +26.9% | +15.9% | +11.0% | +21.6% |
| All | +26.9% | +16.2% | +10.8% | +21.6% |
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 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