-51.7%
FIG vs MTSI
+59.5%
-111.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.2% | +5.0% |
| 7D | -4.7% | -10.7% | +6.0% | -7.3% |
| 30D | +0.5% | -29.0% | +29.5% | -7.5% |
| 3M | -18.4% | -14.7% | -3.7% | -19.0% |
| 6M | +10.9% | -20.1% | +31.0% | +3.7% |
| YTD | -40.8% | +36.1% | -76.9% | -50.1% |
| 1Y | -51.7% | +61.7% | -113.4% | -63.2% |
| All | -51.7% | +59.5% | -111.2% | -63.2% |
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 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