+1,095.9%
MTSI vs IFF
+98.3%
+997.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.4% |
| 7D | +29.1% | -6.9% | +36.0% | +33.0% |
| 30D | -20.4% | -8.9% | -11.5% | -17.8% |
| 3M | -20.9% | -3.7% | -17.2% | -20.7% |
| 6M | -32.3% | +3.5% | -35.7% | -35.4% |
| YTD | +43.5% | +21.2% | +22.3% | +23.7% |
| 1Y | +43.8% | +25.6% | +18.2% | +21.1% |
| 3Y | +218.8% | +19.7% | +199.0% | +166.3% |
| 5Y | +228.3% | -39.8% | +268.2% | +286.0% |
| 10Y | +502.6% | -13.2% | +515.9% | +435.9% |
| All | +1,095.9% | +98.3% | +997.6% | +499.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling