+184.5%
FDX vs MTSI
+514.0%
-329.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.0% | -1.3% |
| 7D | -2.5% | +1.4% | -3.9% | -2.8% |
| 30D | +3.8% | +2.1% | +1.7% | +2.7% |
| 3M | -1.3% | -29.7% | +28.4% | +4.7% |
| 6M | +5.0% | +12.5% | -7.5% | -0.3% |
| YTD | +39.6% | +57.0% | -17.4% | +22.6% |
| 1Y | +81.1% | +103.9% | -22.8% | +48.9% |
| 3Y | +63.0% | +223.6% | -160.5% | +17.0% |
| 5Y | +65.6% | +321.6% | -255.9% | +9.7% |
| All | +184.5% | +514.0% | -329.6% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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