+196.3%
MTSI vs IOT
+75.5%
+120.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | +10.0% | +0.9% | +9.1% | +9.9% |
| 30D | -20.3% | +1.4% | -21.7% | -20.5% |
| 3M | -24.4% | +0.5% | -25.0% | -24.8% |
| 6M | -39.2% | +50.3% | -89.5% | -44.9% |
| YTD | +35.5% | +16.7% | +18.8% | +28.0% |
| 1Y | +43.0% | +6.8% | +36.2% | +38.4% |
| 3Y | +196.3% | +75.5% | +120.8% | +159.2% |
| All | +196.3% | +75.5% | +120.8% | +159.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling