+451.3%
MTSI vs IP
+26.3%
+425.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.8% | +10.0% | +10.5% |
| 7D | -10.0% | -5.1% | -4.9% | -7.9% |
| 30D | -37.2% | +8.5% | -45.7% | -39.5% |
| 3M | -30.1% | -13.8% | -16.2% | -26.2% |
| 6M | -31.9% | +5.7% | -37.6% | -35.6% |
| YTD | +23.2% | -9.1% | +32.3% | +22.0% |
| 1Y | +26.4% | -0.8% | +27.2% | +19.4% |
| 3Y | +186.2% | +14.8% | +171.4% | +133.3% |
| 5Y | +187.0% | -11.5% | +198.6% | +166.2% |
| All | +451.3% | +26.3% | +425.0% | +345.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling