+1,208.8%
MTSI vs IOVA
-92.4%
+1,301.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.4% | +3.4% |
| 7D | +1.4% | +9.7% | -8.4% | +1.1% |
| 30D | +2.1% | +102.5% | -100.5% | -0.5% |
| 3M | -29.7% | +100.7% | -130.4% | -31.6% |
| 6M | +12.5% | +106.3% | -93.8% | +9.0% |
| YTD | +57.0% | +222.0% | -165.0% | +49.5% |
| 1Y | +103.9% | +299.5% | -195.6% | +92.3% |
| 3Y | +223.6% | +42.9% | +180.6% | +207.5% |
| 5Y | +321.6% | -65.0% | +386.5% | +308.2% |
| 10Y | +517.7% | +10.3% | +507.4% | +485.8% |
| All | +1,208.8% | -92.4% | +1,301.1% | +1,310.2% |
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