+159.0%
MTSI vs IWD
+70.2%
+88.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.6% | -15.7% | -14.4% |
| 7D | -24.6% | -0.9% | -23.7% | -23.0% |
| 30D | -45.7% | +2.6% | -48.4% | -47.6% |
| 3M | -27.7% | +1.2% | -29.0% | -29.1% |
| 6M | -37.3% | +12.1% | -49.4% | -47.3% |
| YTD | +11.1% | +24.1% | -13.0% | -19.6% |
| 1Y | +27.2% | +28.5% | -1.3% | -12.6% |
| 3Y | +153.7% | +79.5% | +74.2% | +8.7% |
| 5Y | +159.0% | +70.3% | +88.7% | +20.9% |
| All | +159.0% | +70.2% | +88.7% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling