+65.5%
FDX vs MTSI
+181.3%
-115.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +10.8% | -13.6% | -4.1% |
| 7D | -1.6% | -10.0% | +8.3% | -0.6% |
| 30D | +6.6% | -37.2% | +43.8% | +12.8% |
| 3M | -2.1% | -30.1% | +28.0% | +1.3% |
| 6M | +2.2% | -31.9% | +34.1% | +4.6% |
| YTD | +33.9% | +23.2% | +10.8% | +20.8% |
| 1Y | +50.2% | +26.4% | +23.8% | +34.1% |
| 3Y | +65.5% | +186.2% | -120.6% | +13.3% |
| All | +65.5% | +181.3% | -115.8% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling