+1,524.7%
MTSI vs IQV
+528.8%
+995.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.9% |
| 7D | -3.8% | +4.8% | -8.6% | -5.9% |
| 30D | -31.4% | +5.9% | -37.3% | -33.3% |
| 3M | -23.8% | +13.7% | -37.5% | -29.2% |
| 6M | -37.1% | +54.0% | -91.0% | -52.5% |
| YTD | +32.2% | +22.1% | +10.2% | +10.8% |
| 1Y | +26.9% | +29.1% | -2.2% | +2.4% |
| 3Y | +193.7% | +40.4% | +153.4% | +111.1% |
| 5Y | +218.0% | +9.1% | +208.9% | +164.1% |
| 10Y | +477.8% | +251.2% | +226.5% | +125.5% |
| All | +1,524.7% | +528.8% | +995.9% | +387.5% |
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