+1,034.5%
MTSI vs IP
+91.5%
+943.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.6% |
| 7D | -10.7% | +3.4% | -14.0% | -12.2% |
| 30D | -29.0% | +11.2% | -40.2% | -32.5% |
| 3M | -14.7% | -14.8% | +0.1% | -10.0% |
| 6M | -20.1% | +17.3% | -37.4% | -28.0% |
| YTD | +36.1% | -6.2% | +42.3% | +32.6% |
| 1Y | +61.7% | +2.3% | +59.4% | +50.6% |
| 3Y | +210.7% | +17.7% | +193.0% | +153.3% |
| 5Y | +212.8% | -8.4% | +221.3% | +186.5% |
| 10Y | +519.2% | +32.1% | +487.1% | +339.0% |
| All | +1,034.5% | +91.5% | +943.0% | +575.9% |
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 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