+512.4%
MTSI vs IWF
+391.1%
+121.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.3% | +8.0% | +7.0% |
| 7D | +7.2% | -1.1% | +8.3% | +10.8% |
| 30D | -18.4% | -8.3% | -10.2% | -5.0% |
| 3M | -16.7% | -5.6% | -11.1% | -6.1% |
| 6M | -31.7% | -5.4% | -26.3% | -22.3% |
| YTD | +45.9% | -1.2% | +47.1% | +56.0% |
| 1Y | +47.0% | -2.6% | +49.6% | +61.2% |
| 3Y | +224.1% | +67.8% | +156.3% | +72.6% |
| 5Y | +238.5% | +60.1% | +178.4% | +95.3% |
| All | +512.4% | +391.1% | +121.3% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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