+91.7%
FOXA vs MTSI
+1,238.6%
-1,146.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.1% |
| 7D | -2.9% | +29.1% | -32.0% | -6.3% |
| 30D | +5.1% | -20.4% | +25.5% | +7.5% |
| 3M | +4.7% | -20.9% | +25.6% | +6.3% |
| 6M | -0.2% | -32.3% | +32.0% | +2.4% |
| YTD | -9.2% | +43.5% | -52.7% | -19.3% |
| 1Y | -0.6% | +43.8% | -44.4% | -11.8% |
| 3Y | +125.7% | +218.8% | -93.1% | +65.0% |
| 5Y | +70.2% | +228.3% | -158.2% | +20.0% |
| All | +91.7% | +1,238.6% | -1,146.9% | -1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling