+90.8%
FOXA vs MTSI
+1,364.9%
-1,274.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.5% | -6.8% | -3.9% |
| 7D | -4.0% | +1.4% | -5.3% | -4.2% |
| 30D | +12.0% | +2.1% | +9.9% | +11.3% |
| 3M | +0.3% | -29.7% | +30.0% | +4.5% |
| 6M | +12.5% | +12.5% | -0.1% | +7.3% |
| YTD | -9.6% | +57.0% | -66.7% | -19.3% |
| 1Y | +8.6% | +103.9% | -95.3% | -8.3% |
| 3Y | +118.5% | +223.6% | -105.0% | +62.6% |
| 5Y | +88.8% | +321.6% | -232.8% | +29.6% |
| All | +90.8% | +1,364.9% | -1,274.0% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling