+8.9%
FOXA vs MTSI
+59.5%
-50.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.8% | +3.7% |
| 7D | +9.9% | -10.7% | +20.5% | +8.8% |
| 30D | +10.0% | -29.0% | +39.0% | +7.5% |
| 3M | +18.4% | -14.7% | +33.1% | +17.5% |
| 6M | +12.2% | -20.1% | +32.3% | +10.9% |
| YTD | -3.8% | +36.1% | -39.9% | -3.9% |
| 1Y | +8.9% | +61.7% | -52.8% | +7.4% |
| All | +8.9% | +59.5% | -50.6% | +7.4% |
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