+260.3%
MTSI vs IOT
+61.2%
+199.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +4.9% | +2.8% | +2.1% | +4.3% |
| 30D | -11.6% | -1.8% | -9.8% | -11.5% |
| 3M | -24.1% | +17.9% | -41.9% | -27.8% |
| 6M | +32.4% | +13.5% | +18.9% | +25.0% |
| YTD | +60.4% | +13.3% | +47.2% | +48.9% |
| 1Y | +111.0% | -3.3% | +114.3% | +103.4% |
| 3Y | +246.1% | +31.3% | +214.8% | +195.5% |
| All | +260.3% | +61.2% | +199.0% | +161.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 10y: compounded portfolio wealth divided by compounded IOT 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…
10y analysis · Full analysis span regression · 6 months rolling