+218.0%
MTSI vs IOVA
-67.2%
+285.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | -3.8% | -8.5% | +4.7% | -2.6% |
| 30D | -31.4% | -44.7% | +13.4% | -27.2% |
| 3M | -23.8% | +26.2% | -50.0% | -27.0% |
| 6M | -37.1% | +123.2% | -160.3% | -44.1% |
| YTD | +32.2% | +196.0% | -163.7% | +11.2% |
| 1Y | +26.9% | +240.9% | -214.0% | +4.4% |
| 3Y | +193.7% | +103.5% | +90.2% | +131.4% |
| 5Y | +218.0% | -65.5% | +283.5% | +181.0% |
| All | +218.0% | -67.2% | +285.3% | +181.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling