+217.6%
MTSI vs FDS
-24.3%
+242.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.4% | +9.4% | +8.9% |
| 7D | +3.5% | -5.0% | +8.5% | +2.3% |
| 30D | -30.3% | +13.8% | -44.1% | -27.9% |
| 3M | -26.0% | +14.8% | -40.8% | -22.6% |
| 6M | -36.1% | +47.4% | -83.5% | -31.6% |
| YTD | +34.3% | +14.2% | +20.1% | +50.0% |
| 1Y | +35.3% | +26.6% | +8.6% | +46.4% |
| 3Y | +217.6% | -24.4% | +242.1% | +287.9% |
| All | +217.6% | -24.3% | +242.0% | +287.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling