+451.3%
MTSI vs IVZ
+48.5%
+402.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | 0.0% | +10.8% | +10.8% |
| 7D | -10.0% | -2.4% | -7.5% | -8.3% |
| 30D | -37.2% | -11.2% | -26.0% | -32.9% |
| 3M | -30.1% | -14.0% | -16.1% | -24.0% |
| 6M | -31.9% | +0.5% | -32.4% | -31.8% |
| YTD | +23.2% | +5.4% | +17.8% | +19.5% |
| 1Y | +26.4% | +19.5% | +6.9% | +15.0% |
| 3Y | +186.2% | +128.7% | +57.4% | +83.5% |
| 5Y | +187.0% | +28.8% | +158.3% | +135.8% |
| All | +451.3% | +48.5% | +402.8% | +373.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling