+451.3%
MTSI vs IRM
+456.9%
-5.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.0% | +9.9% | +10.3% |
| 7D | -10.0% | -8.6% | -1.4% | -4.5% |
| 30D | -37.2% | -8.0% | -29.2% | -33.4% |
| 3M | -30.1% | -12.0% | -18.1% | -23.6% |
| 6M | -31.9% | -18.2% | -13.7% | -23.0% |
| YTD | +23.2% | +31.4% | -8.2% | +8.2% |
| 1Y | +26.4% | +9.2% | +17.2% | +22.1% |
| 3Y | +186.2% | +94.6% | +91.6% | +102.0% |
| 5Y | +187.0% | +170.2% | +16.9% | +68.0% |
| All | +451.3% | +456.9% | -5.6% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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