+238.5%
MTSI vs IRM
+186.8%
+51.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.5% | +8.8% | +9.4% |
| 7D | +7.2% | -5.3% | +12.4% | +12.0% |
| 30D | -18.4% | -2.3% | -16.1% | -16.0% |
| 3M | -16.7% | -7.4% | -9.3% | -10.9% |
| 6M | -31.7% | -12.2% | -19.5% | -24.9% |
| YTD | +45.9% | +38.6% | +7.2% | +23.1% |
| 1Y | +47.0% | +14.9% | +32.1% | +37.7% |
| 3Y | +224.1% | +108.2% | +115.9% | +113.5% |
| 5Y | +238.5% | +183.8% | +54.7% | +80.7% |
| All | +238.5% | +186.8% | +51.7% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling