+451.3%
MTSI vs FDS
+135.4%
+315.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -3.7% | +14.5% | +11.9% |
| 7D | -10.0% | -0.5% | -9.5% | -10.2% |
| 30D | -37.2% | +20.2% | -57.4% | -41.6% |
| 3M | -30.1% | +19.9% | -49.9% | -35.9% |
| 6M | -31.9% | +56.2% | -88.1% | -47.2% |
| YTD | +23.2% | +14.6% | +8.6% | +9.2% |
| 1Y | +26.4% | +31.6% | -5.2% | +2.0% |
| 3Y | +186.2% | -23.8% | +210.0% | +212.3% |
| 5Y | +187.0% | -22.6% | +209.6% | +204.5% |
| All | +451.3% | +135.4% | +315.9% | +178.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling