+65.0%
MTSI vs IRE
-97.3%
+162.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.5% | +11.5% | +9.4% |
| 7D | +3.5% | -15.5% | +19.0% | +4.5% |
| 30D | -30.3% | -70.4% | +40.1% | -20.5% |
| 3M | -26.0% | -81.6% | +55.6% | -12.0% |
| 6M | -36.1% | -94.7% | +58.6% | -19.0% |
| YTD | +34.3% | -91.8% | +126.0% | +56.1% |
| 1Y | +35.3% | -97.6% | +132.8% | +60.3% |
| All | +65.0% | -97.3% | +162.3% | +94.5% |
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