+183.6%
MTSI vs IQV
+9.4%
+174.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.6% | +8.2% | +10.0% |
| 7D | -10.0% | +1.7% | -11.7% | -10.4% |
| 30D | -37.2% | +5.3% | -42.5% | -38.2% |
| 3M | -30.1% | +17.0% | -47.0% | -33.8% |
| 6M | -31.9% | +54.0% | -85.9% | -43.5% |
| YTD | +23.2% | +20.6% | +2.6% | +11.9% |
| 1Y | +26.4% | +28.9% | -2.5% | +10.7% |
| 3Y | +186.2% | +37.0% | +149.1% | +130.9% |
| All | +183.6% | +9.4% | +174.2% | +159.1% |
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