+1,208.8%
MTSI vs IFF
+112.0%
+1,096.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +1.4% | -1.8% | +3.2% | +2.2% |
| 30D | +2.1% | -2.0% | +4.0% | +2.5% |
| 3M | -29.7% | +18.5% | -48.3% | -36.4% |
| 6M | +12.5% | +11.7% | +0.9% | +3.4% |
| YTD | +57.0% | +29.6% | +27.5% | +32.9% |
| 1Y | +103.9% | +35.0% | +69.0% | +67.3% |
| 3Y | +223.6% | +32.3% | +191.3% | +159.8% |
| 5Y | +321.6% | -34.6% | +356.1% | +378.9% |
| 10Y | +517.7% | -20.6% | +538.3% | +487.3% |
| All | +1,208.8% | +112.0% | +1,096.7% | +543.6% |
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 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