+558.4%
MTSI vs IFF
-19.8%
+578.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.7% |
| 7D | +4.8% | -2.8% | +7.6% | +6.0% |
| 30D | -9.2% | -1.1% | -8.1% | -9.0% |
| 3M | -23.1% | +13.8% | -37.0% | -28.8% |
| 6M | +23.5% | +16.7% | +6.8% | +11.2% |
| YTD | +59.1% | +26.1% | +32.9% | +37.1% |
| 1Y | +106.9% | +33.5% | +73.4% | +71.6% |
| 3Y | +243.2% | +31.6% | +211.6% | +177.6% |
| 5Y | +324.5% | -34.9% | +359.4% | +384.3% |
| All | +558.4% | -19.8% | +578.2% | +509.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IFF 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling