+89.5%
FOXA vs MTSI
+320.9%
-231.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.5% | -6.8% | -3.8% |
| 7D | -4.0% | +1.4% | -5.3% | -4.1% |
| 30D | +12.0% | +2.1% | +9.9% | +11.4% |
| 3M | +0.3% | -29.7% | +30.0% | +3.8% |
| 6M | +12.5% | +12.5% | -0.1% | +7.6% |
| YTD | -9.6% | +57.0% | -66.7% | -19.1% |
| 1Y | +8.6% | +103.9% | -95.3% | -8.2% |
| 3Y | +118.5% | +223.6% | -105.0% | +59.2% |
| All | +89.5% | +320.9% | -231.4% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling