+92.9%
MTSI vs IRE
-84.4%
+177.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +14.0% | -10.5% | +1.8% |
| 7D | +1.4% | +54.8% | -53.4% | -3.9% |
| 30D | +2.1% | +18.4% | -16.3% | -1.1% |
| 3M | -29.7% | -66.7% | +37.0% | -26.0% |
| 6M | +12.5% | -52.3% | +64.8% | +10.0% |
| YTD | +57.0% | -52.3% | +109.3% | +50.7% |
| All | +92.9% | -84.4% | +177.4% | +87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling