+826.3%
MTSI vs IOVA
-93.3%
+919.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -11.0% | -7.3% | -18.0% |
| 7D | -24.6% | -19.0% | -5.6% | -24.0% |
| 30D | -45.7% | -40.3% | -5.4% | -44.9% |
| 3M | -27.7% | +78.3% | -106.1% | -29.5% |
| 6M | -37.3% | +94.5% | -131.8% | -39.2% |
| YTD | +11.1% | +183.5% | -172.4% | +5.9% |
| 1Y | +27.2% | +327.6% | -300.5% | +19.4% |
| 3Y | +153.7% | +83.8% | +69.8% | +139.3% |
| 5Y | +159.0% | -69.0% | +228.0% | +151.0% |
| 10Y | +405.6% | +33.4% | +372.1% | +379.0% |
| All | +826.3% | -93.3% | +919.5% | +898.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling