+111.0%
MTSI vs IOT
-4.9%
+115.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +4.9% | +2.8% | +2.1% | +5.3% |
| 30D | -11.6% | -1.8% | -9.8% | -11.7% |
| 3M | -24.1% | +17.9% | -41.9% | -21.4% |
| 6M | +32.4% | +13.5% | +18.9% | +37.9% |
| YTD | +60.4% | +13.3% | +47.2% | +76.2% |
| 1Y | +111.0% | -3.3% | +114.3% | +140.4% |
| All | +111.0% | -4.9% | +115.9% | +140.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling