+14.4%
FIX vs MTSI
+59.5%
-45.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -1.0% | -14.1% | -14.5% |
| 7D | -18.9% | -10.7% | -8.3% | -13.5% |
| 30D | -36.3% | -29.0% | -7.3% | -23.2% |
| 3M | -38.5% | -14.7% | -23.8% | -34.2% |
| 6M | -42.3% | -20.1% | -22.2% | -36.3% |
| YTD | +17.1% | +36.1% | -19.0% | -3.4% |
| 1Y | +14.4% | +61.7% | -47.4% | -10.5% |
| All | +14.4% | +59.5% | -45.1% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling