+126.0%
FITB vs MTSI
+181.3%
-55.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.8% | -11.6% | -2.0% |
| 7D | -1.5% | -10.0% | +8.4% | -0.6% |
| 30D | +5.8% | -37.2% | +43.0% | +11.4% |
| 3M | -6.1% | -30.1% | +23.9% | -3.0% |
| 6M | +5.9% | -31.9% | +37.8% | +8.0% |
| YTD | +16.1% | +23.2% | -7.1% | +4.7% |
| 1Y | +28.8% | +26.4% | +2.4% | +15.3% |
| 3Y | +126.0% | +186.2% | -60.1% | +48.7% |
| All | +126.0% | +181.3% | -55.3% | +48.7% |
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