+1,208.8%
MTSI vs IP
+100.0%
+1,108.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +2.5% |
| 7D | +1.4% | -5.3% | +6.7% | +3.7% |
| 30D | +2.1% | -10.9% | +12.9% | +6.7% |
| 3M | -29.7% | +11.2% | -40.9% | -34.2% |
| 6M | +12.5% | -10.2% | +22.8% | +14.7% |
| YTD | +57.0% | -2.0% | +59.0% | +51.7% |
| 1Y | +103.9% | -19.1% | +123.0% | +113.1% |
| 3Y | +223.6% | +20.9% | +202.7% | +163.7% |
| 5Y | +321.6% | -17.8% | +339.4% | +311.9% |
| 10Y | +517.7% | +23.5% | +494.2% | +355.3% |
| All | +1,208.8% | +100.0% | +1,108.7% | +673.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling