+514.9%
MTSI vs IWD
+197.9%
+317.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.1% | +4.4% |
| 7D | +1.4% | -0.3% | +1.7% | +1.7% |
| 30D | +2.1% | +0.6% | +1.5% | +1.0% |
| 3M | -29.7% | +7.2% | -37.0% | -36.4% |
| 6M | +12.5% | +16.2% | -3.7% | -8.3% |
| YTD | +57.0% | +23.3% | +33.7% | +17.6% |
| 1Y | +103.9% | +29.6% | +74.4% | +43.2% |
| 3Y | +223.6% | +70.5% | +153.1% | +58.7% |
| 5Y | +321.6% | +73.5% | +248.1% | +105.7% |
| All | +514.9% | +197.9% | +317.0% | +62.1% |
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