+2,105.4%
FIX vs MTSI
+320.9%
+1,784.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | 0.0% |
| 7D | +6.0% | +1.4% | +4.6% | +5.2% |
| 30D | -7.2% | +2.1% | -9.3% | -9.4% |
| 3M | -15.9% | -29.7% | +13.9% | +0.9% |
| 6M | +12.7% | +12.5% | +0.2% | +3.1% |
| YTD | +72.8% | +57.0% | +15.8% | +31.3% |
| 1Y | +122.9% | +103.9% | +19.0% | +45.7% |
| 3Y | +774.3% | +223.6% | +550.8% | +361.0% |
| All | +2,105.4% | +320.9% | +1,784.5% | +886.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling