+183.6%
MTSI vs IBN
+68.5%
+115.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +4.2% | +6.7% | +9.2% |
| 7D | -10.0% | +15.1% | -25.1% | -15.1% |
| 30D | -37.2% | +21.6% | -58.8% | -42.5% |
| 3M | -30.1% | +11.2% | -41.2% | -33.4% |
| 6M | -31.9% | +27.8% | -59.7% | -39.3% |
| YTD | +23.2% | +14.7% | +8.5% | +15.1% |
| 1Y | +26.4% | +14.4% | +12.0% | +18.1% |
| 3Y | +186.2% | +52.1% | +134.1% | +120.1% |
| All | +183.6% | +68.5% | +115.1% | +100.1% |
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