+1,534.6%
FICO vs MTSI
+1,120.6%
+414.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.0% |
| 7D | +0.4% | -10.7% | +11.1% | +2.5% |
| 30D | +1.7% | -29.0% | +30.6% | +7.4% |
| 3M | -33.0% | -14.7% | -18.3% | -33.1% |
| 6M | -33.9% | -20.1% | -13.8% | -34.7% |
| YTD | -58.5% | +36.1% | -94.6% | -64.7% |
| 1Y | -56.4% | +61.7% | -118.1% | -64.5% |
| 3Y | -24.7% | +210.7% | -235.3% | -49.6% |
| 5Y | +83.1% | +212.8% | -129.7% | +20.0% |
| 10Y | +517.2% | +519.2% | -2.0% | +204.8% |
| All | +1,534.6% | +1,120.6% | +414.0% | +611.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling