+139.3%
FOXA vs MTSI
+203.6%
-64.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -5.6% | +9.7% | +4.3% |
| 7D | +2.7% | +10.0% | -7.3% | +2.3% |
| 30D | +10.0% | -20.3% | +30.3% | +10.4% |
| 3M | +5.0% | -24.4% | +29.4% | +5.6% |
| 6M | +3.4% | -39.2% | +42.6% | +4.9% |
| YTD | -5.5% | +35.5% | -41.0% | -12.0% |
| 1Y | +5.5% | +43.0% | -37.5% | -2.6% |
| 3Y | +139.3% | +196.3% | -57.0% | +81.4% |
| All | +139.3% | +203.6% | -64.3% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling