+451.3%
MTSI vs IWF
+378.8%
+72.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.3% | +9.6% | +9.0% |
| 7D | -10.0% | -5.0% | -5.0% | -1.6% |
| 30D | -37.2% | -13.2% | -24.0% | -20.9% |
| 3M | -30.1% | -9.4% | -20.6% | -16.5% |
| 6M | -31.9% | -8.6% | -23.3% | -18.9% |
| YTD | +23.2% | -5.3% | +28.5% | +39.5% |
| 1Y | +26.4% | -5.0% | +31.4% | +43.2% |
| 3Y | +186.2% | +64.6% | +121.5% | +56.3% |
| 5Y | +187.0% | +50.8% | +136.3% | +80.1% |
| All | +451.3% | +378.8% | +72.5% | -49.8% |
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