+215.9%
FITB vs MTSI
+539.0%
-323.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.3% | -9.9% | -1.7% |
| 7D | -0.6% | +7.2% | -7.8% | -2.6% |
| 30D | +7.0% | -18.4% | +25.5% | +10.1% |
| 3M | -4.8% | -16.7% | +11.9% | -3.4% |
| 6M | +13.5% | -31.7% | +45.3% | +18.1% |
| YTD | +19.1% | +45.9% | -26.8% | +2.9% |
| 1Y | +30.8% | +47.0% | -16.2% | +12.6% |
| 3Y | +141.6% | +224.1% | -82.4% | +66.3% |
| 5Y | +48.3% | +238.5% | -190.2% | -1.5% |
| 10Y | +215.9% | +512.7% | -296.8% | +58.3% |
| All | +215.9% | +539.0% | -323.1% | +58.3% |
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