+11,255.8%
FIX vs MTSI
+1,120.6%
+10,135.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -1.0% | -14.1% | -14.8% |
| 7D | -18.9% | -10.7% | -8.3% | -16.0% |
| 30D | -36.3% | -29.0% | -7.3% | -29.5% |
| 3M | -38.5% | -14.7% | -23.8% | -36.0% |
| 6M | -42.3% | -20.1% | -22.2% | -38.7% |
| YTD | +17.1% | +36.1% | -19.0% | +7.7% |
| 1Y | +14.4% | +61.7% | -47.4% | +0.4% |
| 3Y | +486.7% | +210.7% | +276.0% | +346.1% |
| 5Y | +1,083.7% | +212.8% | +870.9% | +782.5% |
| 10Y | +3,932.4% | +519.2% | +3,413.2% | +2,226.3% |
| All | +11,255.8% | +1,120.6% | +10,135.2% | +5,591.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling