+94.4%
FOXA vs MTSI
+1,049.1%
-954.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.8% | -12.4% | -2.9% |
| 7D | +5.4% | -10.0% | +15.4% | +6.5% |
| 30D | +6.3% | -37.2% | +43.5% | +12.1% |
| 3M | +8.3% | -30.1% | +38.4% | +11.8% |
| 6M | +7.6% | -31.9% | +39.5% | +9.7% |
| YTD | -7.9% | +23.2% | -31.1% | -16.4% |
| 1Y | +2.4% | +26.4% | -24.0% | -7.7% |
| 3Y | +120.3% | +186.2% | -65.8% | +62.9% |
| 5Y | +71.0% | +187.0% | -116.1% | +22.7% |
| All | +94.4% | +1,049.1% | -954.7% | +1.6% |
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