+468.8%
MTSI vs IOVA
+0.8%
+468.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -5.8% |
| 7D | +10.0% | -3.5% | +13.5% | +10.5% |
| 30D | -20.3% | -45.4% | +25.0% | -14.2% |
| 3M | -24.4% | +19.0% | -43.4% | -28.0% |
| 6M | -39.2% | +112.0% | -151.2% | -47.4% |
| YTD | +35.5% | +184.2% | -148.8% | +9.4% |
| 1Y | +43.0% | +222.0% | -179.0% | +12.8% |
| 3Y | +196.3% | +92.6% | +103.7% | +118.4% |
| 5Y | +210.0% | -63.2% | +273.2% | +166.3% |
| All | +468.8% | +0.8% | +468.0% | +289.6% |
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