+183.6%
MTSI vs IOVA
-67.9%
+251.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +3.9% | +7.0% | +10.4% |
| 7D | -10.0% | -5.2% | -4.8% | -9.2% |
| 30D | -37.2% | -37.8% | +0.6% | -34.2% |
| 3M | -30.1% | +29.5% | -59.5% | -33.3% |
| 6M | -31.9% | +96.6% | -128.5% | -38.9% |
| YTD | +23.2% | +194.5% | -171.3% | +3.5% |
| 1Y | +26.4% | +248.1% | -221.7% | +3.6% |
| 3Y | +186.2% | +86.1% | +100.0% | +127.3% |
| All | +183.6% | -67.9% | +251.5% | +155.6% |
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 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