+468.8%
MTSI vs FDS
+127.7%
+341.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.7% |
| 7D | +10.0% | +1.5% | +8.5% | +9.6% |
| 30D | -20.3% | +14.8% | -35.2% | -24.6% |
| 3M | -24.4% | +16.3% | -40.7% | -29.8% |
| 6M | -39.2% | +66.2% | -105.4% | -54.0% |
| YTD | +35.5% | +16.2% | +19.2% | +19.7% |
| 1Y | +43.0% | +21.8% | +21.2% | +21.9% |
| 3Y | +196.3% | -23.9% | +220.1% | +225.4% |
| 5Y | +210.0% | -23.1% | +233.1% | +232.6% |
| All | +468.8% | +127.7% | +341.1% | +196.9% |
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