+477.8%
MTSI vs FDS
+127.5%
+350.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -3.8% | -2.0% | -1.8% | -3.4% |
| 30D | -31.4% | +13.5% | -44.9% | -34.9% |
| 3M | -23.8% | +15.2% | -38.9% | -29.1% |
| 6M | -37.1% | +47.0% | -84.1% | -49.8% |
| YTD | +32.2% | +13.9% | +18.3% | +17.5% |
| 1Y | +26.9% | +25.2% | +1.8% | +5.4% |
| 3Y | +193.7% | -25.3% | +219.1% | +224.2% |
| 5Y | +218.0% | -23.3% | +241.3% | +238.9% |
| 10Y | +477.8% | +126.0% | +351.7% | +201.4% |
| All | +477.8% | +127.5% | +350.3% | +201.4% |
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