+512.7%
MTSI vs IFF
-10.8%
+523.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.6% | +10.9% | +10.6% |
| 7D | +7.2% | -5.7% | +12.9% | +9.8% |
| 30D | -18.4% | -2.7% | -15.7% | -18.2% |
| 3M | -16.7% | -2.3% | -14.4% | -17.0% |
| 6M | -31.7% | +6.0% | -37.7% | -35.4% |
| YTD | +45.9% | +24.6% | +21.3% | +24.9% |
| 1Y | +47.0% | +29.4% | +17.6% | +22.9% |
| 3Y | +224.1% | +23.1% | +201.0% | +168.8% |
| 5Y | +238.5% | -37.2% | +275.7% | +292.1% |
| 10Y | +512.7% | -10.8% | +523.5% | +404.1% |
| All | +512.7% | -10.8% | +523.5% | +404.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling