+127.0%
FITB vs MTSI
+224.7%
-97.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.6% | -0.7% |
| 7D | +0.6% | +1.4% | -0.8% | +0.4% |
| 30D | -4.7% | +2.1% | -6.8% | -5.4% |
| 3M | +6.7% | -29.7% | +36.4% | +11.5% |
| 6M | +12.6% | +12.5% | 0.0% | +6.8% |
| YTD | +19.1% | +57.0% | -37.9% | +5.3% |
| 1Y | +22.6% | +103.9% | -81.3% | +1.6% |
| All | +127.0% | +224.7% | -97.7% | +52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling