-84.0%
FIG vs MTSI
+35.9%
-119.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -18.4% | +1.7% | -18.8% |
| 7D | -17.4% | -24.6% | +7.2% | -20.5% |
| 30D | -15.9% | -45.7% | +29.8% | -23.2% |
| 3M | -34.5% | -27.7% | -6.7% | -36.4% |
| 6M | -5.0% | -37.3% | +32.2% | -13.3% |
| YTD | -50.7% | +11.1% | -61.8% | -63.1% |
| 1Y | -58.1% | +27.2% | -85.3% | -71.0% |
| All | -84.0% | +35.9% | -119.9% | -89.6% |
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