-56.3%
FIG vs MTSI
+32.8%
-89.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.0% | -5.9% | +4.8% |
| 7D | -12.6% | +3.5% | -16.1% | -12.1% |
| 30D | -13.8% | -30.3% | +16.5% | -22.2% |
| 3M | -16.7% | -26.0% | +9.3% | -22.5% |
| 6M | -6.1% | -36.1% | +30.0% | -12.8% |
| YTD | -48.1% | +34.3% | -82.4% | -56.0% |
| All | -56.3% | +32.8% | -89.1% | -62.1% |
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