+193.7%
MTSI vs IFF
+24.7%
+169.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.3% |
| 7D | -3.8% | -9.8% | +5.9% | -2.5% |
| 30D | -31.4% | -1.6% | -29.7% | -31.7% |
| 3M | -23.8% | -1.8% | -22.0% | -24.1% |
| 6M | -37.1% | +3.6% | -40.7% | -38.6% |
| YTD | +32.2% | +25.4% | +6.8% | +19.7% |
| 1Y | +26.9% | +35.4% | -8.5% | +10.8% |
| 3Y | +193.7% | +23.9% | +169.9% | +152.7% |
| All | +193.7% | +24.7% | +169.1% | +152.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling