+206.5%
FITB vs MTSI
+465.0%
-258.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +2.2% |
| 7D | +2.8% | +10.0% | -7.2% | +0.6% |
| 30D | +9.8% | -20.3% | +30.1% | +13.4% |
| 3M | -5.2% | -24.4% | +19.3% | -1.9% |
| 6M | +17.3% | -39.2% | +56.5% | +25.0% |
| YTD | +19.3% | +35.5% | -16.2% | +4.6% |
| 1Y | +32.7% | +43.0% | -10.3% | +14.6% |
| 3Y | +141.6% | +196.3% | -54.7% | +69.3% |
| 5Y | +48.9% | +210.0% | -161.2% | +0.6% |
| All | +206.5% | +465.0% | -258.5% | +55.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling