+86.1%
FICO vs MTSI
+153.3%
-67.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -18.4% | +19.3% | +3.6% |
| 7D | -0.3% | -24.6% | +24.3% | +3.5% |
| 30D | +1.7% | -45.7% | +47.4% | +10.7% |
| 3M | -35.2% | -27.7% | -7.4% | -34.3% |
| 6M | -33.7% | -37.3% | +3.6% | -32.7% |
| YTD | -58.2% | +11.1% | -69.3% | -65.6% |
| 1Y | -56.6% | +27.2% | -83.8% | -66.3% |
| 3Y | -24.0% | +153.7% | -177.6% | -59.0% |
| 5Y | +86.1% | +159.0% | -72.9% | -6.2% |
| All | +86.1% | +153.3% | -67.3% | -6.2% |
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