+156.2%
FDX vs MTSI
+395.1%
-238.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -18.4% | +14.5% | -0.2% |
| 7D | +2.9% | -24.6% | +27.5% | +8.2% |
| 30D | +9.6% | -45.7% | +55.3% | +22.2% |
| 3M | +2.4% | -27.7% | +30.1% | +6.4% |
| 6M | +9.2% | -37.3% | +46.5% | +15.2% |
| YTD | +37.7% | +11.1% | +26.6% | +26.9% |
| 1Y | +56.1% | +27.2% | +28.9% | +38.9% |
| 3Y | +68.9% | +153.7% | -84.7% | +24.4% |
| 5Y | +79.0% | +159.0% | -80.0% | +27.9% |
| All | +156.2% | +395.1% | -238.8% | +41.8% |
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