+186.2%
MTSI vs IWF
+65.2%
+120.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.3% | +9.6% | +8.7% |
| 7D | -10.0% | -5.0% | -5.0% | -0.4% |
| 30D | -37.2% | -13.2% | -24.0% | -18.7% |
| 3M | -30.1% | -9.4% | -20.6% | -14.7% |
| 6M | -31.9% | -8.6% | -23.3% | -17.2% |
| YTD | +23.2% | -5.3% | +28.5% | +41.9% |
| 1Y | +26.4% | -5.0% | +31.4% | +45.6% |
| 3Y | +186.2% | +64.6% | +121.5% | +44.9% |
| All | +186.2% | +65.2% | +120.9% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling