+76.3%
MTSI vs IRE
-97.8%
+174.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -13.5% | +11.9% | +0.4% |
| 7D | +29.1% | +11.1% | +18.0% | +26.1% |
| 30D | -20.4% | -75.2% | +54.8% | -7.0% |
| 3M | -20.9% | -86.4% | +65.5% | -2.1% |
| 6M | -32.3% | -94.8% | +62.6% | -12.8% |
| YTD | +43.5% | -93.3% | +136.8% | +71.3% |
| 1Y | +43.8% | -97.5% | +141.3% | +74.4% |
| All | +76.3% | -97.8% | +174.1% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling