+212.8%
MTSI vs IP
-10.3%
+223.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.4% |
| 7D | -10.7% | +3.4% | -14.0% | -11.7% |
| 30D | -29.0% | +11.2% | -40.2% | -31.5% |
| 3M | -14.7% | -14.8% | +0.1% | -11.1% |
| 6M | -20.1% | +17.3% | -37.4% | -26.4% |
| YTD | +36.1% | -6.2% | +42.3% | +33.7% |
| 1Y | +61.7% | +2.3% | +59.4% | +52.8% |
| 3Y | +210.7% | +17.7% | +193.0% | +155.3% |
| 5Y | +212.8% | -8.4% | +221.3% | +186.8% |
| All | +212.8% | -10.3% | +223.2% | +186.8% |
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