+502.4%
MTSI vs IOVA
-0.9%
+503.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.7% | +4.0% | -0.8% |
| 7D | +29.1% | -1.4% | +30.5% | +29.4% |
| 30D | -20.4% | -47.4% | +27.0% | -13.8% |
| 3M | -20.9% | +13.2% | -34.1% | -24.1% |
| 6M | -32.3% | +114.3% | -146.6% | -41.4% |
| YTD | +43.5% | +179.5% | -136.0% | +16.1% |
| 1Y | +43.8% | +200.4% | -156.6% | +14.6% |
| 3Y | +218.8% | +92.2% | +126.6% | +135.1% |
| 5Y | +228.3% | -63.8% | +292.1% | +182.8% |
| All | +502.4% | -0.9% | +503.3% | +313.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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