+227.6%
MTSI vs IOT
+69.6%
+157.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.9% | +8.4% | +10.0% |
| 7D | +7.2% | -1.3% | +8.5% | +7.7% |
| 30D | -18.4% | +1.5% | -19.9% | -18.7% |
| 3M | -16.7% | +4.8% | -21.5% | -18.1% |
| 6M | -31.7% | +45.3% | -77.0% | -39.0% |
| YTD | +45.9% | +19.2% | +26.7% | +33.3% |
| 1Y | +47.0% | +6.1% | +40.9% | +38.2% |
| 3Y | +224.1% | +76.0% | +148.1% | +157.8% |
| All | +227.6% | +69.6% | +157.9% | +133.7% |
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