+67.1%
FDX vs MTSI
+320.9%
-253.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.0% | -1.3% |
| 7D | -2.5% | +1.4% | -3.9% | -2.8% |
| 30D | +3.8% | +2.1% | +1.7% | +2.5% |
| 3M | -1.3% | -29.7% | +28.4% | +5.4% |
| 6M | +5.0% | +12.5% | -7.5% | -1.5% |
| YTD | +39.6% | +57.0% | -17.4% | +19.3% |
| 1Y | +81.1% | +103.9% | -22.8% | +42.3% |
| 3Y | +63.0% | +223.6% | -160.5% | +4.5% |
| All | +67.1% | +320.9% | -253.8% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling