+97.5%
FOXA vs MTSI
+1,152.7%
-1,055.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.0% | -7.4% | +0.4% |
| 7D | +7.9% | +3.5% | +4.3% | +7.0% |
| 30D | +8.5% | -30.3% | +38.8% | +12.9% |
| 3M | +6.2% | -26.0% | +32.2% | +8.8% |
| 6M | +8.0% | -36.1% | +44.1% | +11.7% |
| YTD | -6.5% | +34.3% | -40.8% | -16.1% |
| 1Y | +3.6% | +35.3% | -31.7% | -7.4% |
| 3Y | +136.0% | +217.6% | -81.6% | +71.9% |
| 5Y | +77.7% | +210.1% | -132.4% | +26.3% |
| All | +97.5% | +1,152.7% | -1,055.3% | +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