+451.3%
MTSI vs IWD
+207.5%
+243.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.4% | +11.2% | +11.3% |
| 7D | -10.0% | -0.5% | -9.5% | -9.0% |
| 30D | -37.2% | +2.7% | -39.9% | -39.3% |
| 3M | -30.1% | +0.9% | -30.9% | -31.0% |
| 6M | -31.9% | +10.5% | -42.4% | -40.8% |
| YTD | +23.2% | +23.7% | -0.5% | -8.0% |
| 1Y | +26.4% | +28.7% | -2.3% | -10.5% |
| 3Y | +186.2% | +79.7% | +106.4% | +30.6% |
| 5Y | +187.0% | +69.7% | +117.4% | +44.2% |
| All | +451.3% | +207.5% | +243.8% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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