+218.0%
MTSI vs IFF
-38.1%
+256.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.1% |
| 7D | -3.8% | -9.8% | +5.9% | -0.9% |
| 30D | -31.4% | -1.6% | -29.7% | -31.6% |
| 3M | -23.8% | -1.8% | -22.0% | -24.1% |
| 6M | -37.1% | +3.6% | -40.7% | -39.2% |
| YTD | +32.2% | +25.4% | +6.8% | +16.3% |
| 1Y | +26.9% | +35.4% | -8.5% | +7.3% |
| 3Y | +193.7% | +23.9% | +169.9% | +150.1% |
| 5Y | +218.0% | -37.1% | +255.2% | +305.9% |
| All | +218.0% | -38.1% | +256.2% | +305.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling