+1,413.5%
MTSI vs IQV
+521.2%
+892.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.6% | +8.2% | +9.5% |
| 7D | -10.0% | +1.7% | -11.7% | -10.6% |
| 30D | -37.2% | +5.3% | -42.5% | -38.9% |
| 3M | -30.1% | +17.0% | -47.0% | -36.1% |
| 6M | -31.9% | +54.0% | -85.9% | -48.7% |
| YTD | +23.2% | +20.6% | +2.6% | +3.7% |
| 1Y | +26.4% | +28.9% | -2.5% | +1.9% |
| 3Y | +186.2% | +37.0% | +149.1% | +108.4% |
| 5Y | +187.0% | +10.0% | +177.1% | +136.4% |
| 10Y | +460.4% | +274.5% | +185.9% | +110.4% |
| All | +1,413.5% | +521.2% | +892.3% | +356.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling