+1,208.8%
MTSI vs IBN
+418.0%
+790.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.7% |
| 7D | +1.4% | +1.4% | 0.0% | +0.8% |
| 30D | +2.1% | -0.3% | +2.4% | +2.2% |
| 3M | -29.7% | +17.1% | -46.8% | -33.7% |
| 6M | +12.5% | +3.4% | +9.1% | +11.0% |
| YTD | +57.0% | +2.5% | +54.5% | +55.2% |
| 1Y | +103.9% | -4.2% | +108.1% | +105.7% |
| 3Y | +223.6% | +32.4% | +191.2% | +186.3% |
| 5Y | +321.6% | +59.2% | +262.4% | +246.9% |
| 10Y | +517.7% | +345.7% | +172.0% | +253.2% |
| All | +1,208.8% | +418.0% | +790.7% | +592.3% |
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