+153.5%
FDX vs MTSI
+465.0%
-311.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.1% | +2.6% |
| 7D | +5.2% | +10.0% | -4.8% | +3.1% |
| 30D | +11.3% | -20.3% | +31.6% | +14.8% |
| 3M | -4.1% | -24.4% | +20.3% | -1.1% |
| 6M | +9.6% | -39.2% | +48.8% | +16.7% |
| YTD | +40.9% | +35.5% | +5.4% | +24.5% |
| 1Y | +53.0% | +43.0% | +10.0% | +33.3% |
| 3Y | +74.1% | +196.3% | -122.2% | +23.9% |
| 5Y | +75.1% | +210.0% | -134.9% | +20.3% |
| All | +153.5% | +465.0% | -311.5% | +31.6% |
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