+477.8%
MTSI vs IWD
+203.8%
+274.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -3.8% | +1.6% | -5.4% | -5.3% |
| 30D | -31.4% | +3.6% | -35.0% | -34.4% |
| 3M | -23.8% | +2.0% | -25.8% | -25.8% |
| 6M | -37.1% | +13.1% | -50.1% | -46.8% |
| YTD | +32.2% | +26.2% | +6.0% | -3.8% |
| 1Y | +26.9% | +29.6% | -2.6% | -10.9% |
| 3Y | +193.7% | +84.3% | +109.4% | +29.6% |
| 5Y | +218.0% | +73.4% | +144.6% | +55.3% |
| 10Y | +477.8% | +202.4% | +275.3% | +59.7% |
| All | +477.8% | +203.8% | +274.0% | +59.7% |
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