+61.7%
MTSI vs FDS
+31.1%
+30.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | +0.6% |
| 7D | -10.7% | +9.4% | -20.1% | -5.8% |
| 30D | -29.0% | +23.8% | -52.8% | -19.7% |
| 3M | -14.7% | +25.1% | -39.8% | -1.6% |
| 6M | -20.1% | +53.8% | -73.9% | +1.8% |
| YTD | +36.1% | +19.6% | +16.6% | +61.1% |
| 1Y | +61.7% | +31.6% | +30.1% | +118.0% |
| All | +61.7% | +31.1% | +30.6% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling