+1,002.1%
MTSI vs IBN
+496.4%
+505.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.8% | -2.0% |
| 7D | -3.8% | +15.8% | -19.6% | -8.9% |
| 30D | -31.4% | +25.1% | -56.4% | -37.0% |
| 3M | -23.8% | +16.0% | -39.7% | -28.2% |
| 6M | -37.1% | +32.8% | -69.8% | -43.7% |
| YTD | +32.2% | +18.0% | +14.2% | +23.5% |
| 1Y | +26.9% | +15.9% | +11.0% | +19.2% |
| 3Y | +193.7% | +57.6% | +136.1% | +142.7% |
| 5Y | +218.0% | +74.7% | +143.4% | +151.9% |
| 10Y | +477.8% | +373.9% | +103.8% | +220.2% |
| All | +1,002.1% | +496.4% | +505.7% | +450.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling