+61.7%
MTSI vs IVZ
+30.5%
+31.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.2% | -3.1% |
| 7D | -10.7% | +2.6% | -13.3% | -11.8% |
| 30D | -29.0% | -3.5% | -25.5% | -27.7% |
| 3M | -14.7% | -7.4% | -7.3% | -11.3% |
| 6M | -20.1% | +14.7% | -34.8% | -24.1% |
| YTD | +36.1% | +14.6% | +21.5% | +25.2% |
| 1Y | +61.7% | +30.7% | +31.0% | +40.2% |
| All | +61.7% | +30.5% | +31.2% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling