+1,208.8%
MTSI vs IWD
+403.7%
+805.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -36.3% |
| 6M | +12.5% | +16.2% | -3.7% | -8.1% |
| YTD | +57.0% | +23.3% | +33.7% | +18.1% |
| 1Y | +103.9% | +29.6% | +74.4% | +43.9% |
| 3Y | +223.6% | +70.5% | +153.1% | +60.2% |
| 5Y | +321.6% | +73.5% | +248.1% | +107.7% |
| 10Y | +517.7% | +198.3% | +319.4% | +58.2% |
| All | +1,208.8% | +403.7% | +805.1% | +90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling