+320.4%
MTSI vs IP
-17.2%
+337.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +2.8% |
| 7D | +1.4% | -5.3% | +6.7% | +3.1% |
| 30D | +2.1% | -10.9% | +12.9% | +5.4% |
| 3M | -29.7% | +11.2% | -40.9% | -33.2% |
| 6M | +12.5% | -10.2% | +22.8% | +14.7% |
| YTD | +57.0% | -2.0% | +59.0% | +53.2% |
| 1Y | +103.9% | -19.1% | +123.0% | +113.3% |
| 3Y | +223.6% | +20.9% | +202.7% | +169.4% |
| All | +320.4% | -17.2% | +337.6% | +288.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling