+499.7%
FICO vs MTSI
+448.7%
+50.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.8% | -11.2% | -2.6% |
| 7D | -0.9% | -10.0% | +9.0% | +0.5% |
| 30D | +3.3% | -37.2% | +40.5% | +11.8% |
| 3M | -31.7% | -30.1% | -1.7% | -28.8% |
| 6M | -34.0% | -31.9% | -2.1% | -33.0% |
| YTD | -58.3% | +23.2% | -81.5% | -64.7% |
| 1Y | -57.9% | +26.4% | -84.3% | -64.8% |
| 3Y | -24.1% | +186.2% | -210.2% | -51.5% |
| 5Y | +85.3% | +187.0% | -101.7% | +15.4% |
| All | +499.7% | +448.7% | +50.9% | +160.4% |
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