+397.4%
MTSI vs IP
+25.2%
+372.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -4.0% | -14.4% | -16.7% |
| 7D | -24.6% | -5.0% | -19.6% | -22.9% |
| 30D | -45.7% | +6.5% | -52.3% | -47.3% |
| 3M | -27.7% | -18.0% | -9.7% | -22.3% |
| 6M | -37.3% | +10.3% | -47.6% | -41.9% |
| YTD | +11.1% | -9.9% | +21.0% | +10.4% |
| 1Y | +27.2% | -1.1% | +28.2% | +20.2% |
| 3Y | +153.7% | +13.0% | +140.7% | +108.3% |
| 5Y | +159.0% | -12.3% | +171.2% | +141.0% |
| All | +397.4% | +25.2% | +372.2% | +303.5% |
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