+98.3%
FOXA vs MTSI
+1,260.9%
-1,162.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.3% | -9.4% | -0.4% |
| 7D | -2.4% | +7.2% | -9.6% | -3.6% |
| 30D | +8.6% | -18.4% | +27.1% | +10.6% |
| 3M | +9.9% | -16.7% | +26.6% | +10.8% |
| 6M | +0.8% | -31.7% | +32.5% | +3.4% |
| YTD | -6.1% | +45.9% | -52.0% | -16.7% |
| 1Y | +3.3% | +47.0% | -43.7% | -8.6% |
| 3Y | +133.5% | +224.1% | -90.6% | +70.3% |
| 5Y | +75.8% | +238.5% | -162.7% | +23.4% |
| All | +98.3% | +1,260.9% | -1,162.6% | +1.2% |
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 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