+517.6%
MTSI vs IVZ
+65.9%
+451.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +2.9% |
| 7D | +1.4% | +0.6% | +0.7% | +1.1% |
| 30D | +2.1% | +4.0% | -1.9% | 0.0% |
| 3M | -29.7% | +18.2% | -47.9% | -35.3% |
| 6M | +12.5% | +32.8% | -20.3% | -2.5% |
| YTD | +57.0% | +28.7% | +28.3% | +36.9% |
| 1Y | +103.9% | +55.4% | +48.5% | +61.7% |
| 3Y | +223.6% | +135.2% | +88.4% | +102.1% |
| 5Y | +321.6% | +64.2% | +257.4% | +202.9% |
| All | +517.6% | +65.9% | +451.7% | +345.1% |
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