+26.4%
MTSI vs FDS
+29.3%
-2.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -3.7% | +14.5% | +8.8% |
| 7D | -10.0% | -0.5% | -9.5% | -9.9% |
| 30D | -37.2% | +20.2% | -57.4% | -30.4% |
| 3M | -30.1% | +19.9% | -49.9% | -21.4% |
| 6M | -31.9% | +56.2% | -88.1% | -15.0% |
| YTD | +23.2% | +14.6% | +8.6% | +44.9% |
| 1Y | +26.4% | +31.6% | -5.2% | +65.3% |
| All | +26.4% | +29.3% | -2.9% | +65.3% |
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 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