+602.8%
FICO vs MTSI
+514.0%
+88.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +3.5% | -20.1% | -17.5% |
| 7D | -19.2% | +1.4% | -20.6% | -19.6% |
| 30D | -14.6% | +2.1% | -16.7% | -16.1% |
| 3M | -20.1% | -29.7% | +9.6% | -15.7% |
| 6M | -36.3% | +12.5% | -48.9% | -41.7% |
| YTD | -44.9% | +57.0% | -101.9% | -54.4% |
| 1Y | -38.6% | +103.9% | -142.5% | -53.4% |
| 3Y | +4.0% | +223.6% | -219.6% | -33.1% |
| 5Y | +99.5% | +321.6% | -222.0% | +17.0% |
| All | +602.8% | +514.0% | +88.8% | +204.0% |
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