+156.3%
FDX vs MTSI
+512.4%
-356.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.0% | -5.5% | +1.7% |
| 7D | +0.2% | +3.5% | -3.3% | -1.0% |
| 30D | +9.3% | -30.3% | +39.6% | +15.9% |
| 3M | +0.5% | -26.0% | +26.5% | +4.2% |
| 6M | +5.3% | -36.1% | +41.4% | +11.0% |
| YTD | +38.6% | +34.3% | +4.3% | +22.8% |
| 1Y | +53.5% | +35.3% | +18.3% | +35.3% |
| 3Y | +74.2% | +217.6% | -143.4% | +22.3% |
| 5Y | +75.3% | +210.1% | -134.8% | +20.6% |
| 10Y | +156.3% | +471.4% | -315.2% | +34.8% |
| All | +156.3% | +512.4% | -356.1% | +34.8% |
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