-56.4%
FICO vs MTSI
+59.5%
-115.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.4% |
| 7D | +0.4% | -10.7% | +11.1% | -1.8% |
| 30D | +1.7% | -29.0% | +30.6% | -3.8% |
| 3M | -33.0% | -14.7% | -18.3% | -33.9% |
| 6M | -33.9% | -20.1% | -13.8% | -34.4% |
| YTD | -58.5% | +36.1% | -94.6% | -59.4% |
| 1Y | -56.4% | +61.7% | -118.1% | -58.5% |
| All | -56.4% | +59.5% | -115.9% | -58.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling