+340.3%
MTSI vs IFF
-34.7%
+375.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.4% |
| 7D | +4.9% | -0.2% | +5.1% | +4.9% |
| 30D | -11.6% | -0.3% | -11.3% | -11.6% |
| 3M | -24.1% | +18.6% | -42.6% | -29.4% |
| 6M | +32.4% | +17.4% | +15.1% | +21.9% |
| YTD | +60.4% | +28.5% | +32.0% | +41.8% |
| 1Y | +111.0% | +32.5% | +78.5% | +82.6% |
| 3Y | +246.1% | +34.1% | +212.1% | +189.7% |
| 5Y | +340.3% | -35.2% | +375.5% | +405.8% |
| All | +340.3% | -34.7% | +375.0% | +405.8% |
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