+149.2%
FDX vs MTSI
+448.7%
-299.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +10.8% | -13.6% | -4.8% |
| 7D | -1.6% | -10.0% | +8.3% | -0.2% |
| 30D | +6.6% | -37.2% | +43.8% | +15.3% |
| 3M | -2.1% | -30.1% | +28.0% | +2.6% |
| 6M | +2.2% | -31.9% | +34.1% | +5.9% |
| YTD | +33.9% | +23.2% | +10.8% | +20.8% |
| 1Y | +50.2% | +26.4% | +23.8% | +34.2% |
| 3Y | +65.5% | +186.2% | -120.6% | +18.8% |
| 5Y | +74.1% | +187.0% | -113.0% | +21.7% |
| All | +149.2% | +448.7% | -299.5% | +35.0% |
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