+340.3%
MTSI vs IQV
-1.9%
+342.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +3.2% |
| 7D | +4.9% | +0.3% | +4.5% | +4.7% |
| 30D | -11.6% | +8.6% | -20.2% | -14.2% |
| 3M | -24.1% | +41.1% | -65.2% | -34.4% |
| 6M | +32.4% | +48.6% | -16.1% | +10.4% |
| YTD | +60.4% | +15.0% | +45.4% | +48.1% |
| 1Y | +111.0% | +38.1% | +72.9% | +76.6% |
| 3Y | +246.1% | +21.4% | +224.7% | +196.8% |
| 5Y | +340.3% | -1.0% | +341.3% | +320.8% |
| All | +340.3% | -1.9% | +342.2% | +320.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling