+103.9%
MTSI vs IP
-18.9%
+122.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +3.3% |
| 7D | +1.4% | -5.3% | +6.7% | +1.6% |
| 30D | +2.1% | -10.9% | +12.9% | +2.6% |
| 3M | -29.7% | +11.2% | -40.9% | -31.0% |
| 6M | +12.5% | -10.2% | +22.8% | +11.9% |
| YTD | +57.0% | -2.0% | +59.0% | +56.0% |
| 1Y | +103.9% | -19.1% | +123.0% | +98.2% |
| All | +103.9% | -18.9% | +122.8% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling