+233.8%
MTSI vs IBN
+74.5%
+159.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.4% | +10.7% | +10.5% |
| 7D | +7.2% | +11.1% | -4.0% | +2.7% |
| 30D | -18.4% | +23.9% | -42.3% | -25.8% |
| 3M | -16.7% | +16.3% | -33.0% | -22.2% |
| 6M | -31.7% | +34.2% | -65.9% | -40.4% |
| YTD | +45.9% | +17.6% | +28.3% | +35.1% |
| 1Y | +47.0% | +13.8% | +33.1% | +37.9% |
| 3Y | +224.1% | +57.0% | +167.1% | +146.0% |
| All | +233.8% | +74.5% | +159.3% | +129.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling