+206.9%
MTSI vs IWD
+72.9%
+134.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.9% |
| 7D | +10.0% | +2.3% | +7.7% | +6.5% |
| 30D | -20.3% | +3.6% | -23.9% | -24.1% |
| 3M | -24.4% | +2.2% | -26.6% | -26.7% |
| 6M | -39.2% | +13.0% | -52.1% | -49.3% |
| YTD | +35.5% | +26.5% | +9.0% | -4.6% |
| 1Y | +43.0% | +30.1% | +12.9% | -3.4% |
| 3Y | +196.3% | +84.9% | +111.4% | +21.8% |
| All | +206.9% | +72.9% | +134.0% | +40.3% |
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