+51.3%
MTSI vs IRE
-97.2%
+148.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +39.6% | -28.7% | +5.0% |
| 7D | -10.0% | -27.2% | +17.2% | -7.4% |
| 30D | -37.2% | -75.1% | +37.9% | -26.9% |
| 3M | -30.1% | -77.9% | +47.8% | -18.6% |
| 6M | -31.9% | -94.6% | +62.7% | -14.1% |
| YTD | +23.2% | -91.5% | +114.7% | +42.7% |
| 1Y | +26.4% | -97.8% | +124.2% | +49.5% |
| All | +51.3% | -97.2% | +148.6% | +77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling