+36.5%
MTSI vs IRE
-98.0%
+134.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -33.9% | +15.6% | -13.5% |
| 7D | -24.6% | -57.1% | +32.6% | -16.0% |
| 30D | -45.7% | -84.4% | +38.7% | -32.3% |
| 3M | -27.7% | -85.0% | +57.2% | -10.8% |
| 6M | -37.3% | -95.2% | +57.9% | -18.2% |
| YTD | +11.1% | -93.9% | +105.1% | +35.9% |
| 1Y | +27.2% | -98.8% | +126.0% | +59.4% |
| All | +36.5% | -98.0% | +134.6% | +69.3% |
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