+103.9%
MTSI vs IQV
+46.0%
+58.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.2% |
| 7D | +1.4% | +2.3% | -0.9% | +1.8% |
| 30D | +2.1% | +13.4% | -11.4% | +4.4% |
| 3M | -29.7% | +43.3% | -73.0% | -26.7% |
| 6M | +12.5% | +50.5% | -38.0% | +17.0% |
| YTD | +57.0% | +18.8% | +38.2% | +67.4% |
| 1Y | +103.9% | +45.5% | +58.5% | +104.8% |
| All | +103.9% | +46.0% | +58.0% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 1y: compounded portfolio wealth divided by compounded IQV 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…
1y analysis · Full analysis span regression · 6 months rolling