+468.8%
MTSI vs IFF
-12.5%
+481.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.5% | -6.0% |
| 7D | +10.0% | -1.8% | +11.8% | +10.8% |
| 30D | -20.3% | -9.4% | -10.9% | -17.7% |
| 3M | -24.4% | -3.0% | -21.4% | -24.5% |
| 6M | -39.2% | +5.8% | -45.0% | -42.5% |
| YTD | +35.5% | +22.4% | +13.1% | +16.9% |
| 1Y | +43.0% | +23.0% | +20.0% | +22.6% |
| 3Y | +196.3% | +21.8% | +174.5% | +146.6% |
| 5Y | +210.0% | -39.2% | +249.3% | +264.9% |
| All | +468.8% | -12.5% | +481.2% | +365.6% |
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 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