+193.7%
MTSI vs IRM
+105.2%
+88.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | -3.8% | -5.1% | +1.2% | +0.8% |
| 30D | -31.4% | -3.3% | -28.1% | -28.7% |
| 3M | -23.8% | -8.2% | -15.6% | -17.6% |
| 6M | -37.1% | -12.8% | -24.3% | -30.0% |
| YTD | +32.2% | +36.6% | -4.4% | +11.3% |
| 1Y | +26.9% | +11.9% | +15.0% | +20.4% |
| 3Y | +193.7% | +105.1% | +88.6% | +76.3% |
| All | +193.7% | +105.2% | +88.6% | +76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling