+238.5%
MTSI vs FDS
-21.2%
+259.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.7% | +7.6% | +10.4% |
| 7D | +7.2% | -2.1% | +9.3% | +7.1% |
| 30D | -18.4% | +16.0% | -34.5% | -18.7% |
| 3M | -16.7% | +18.8% | -35.5% | -17.1% |
| 6M | -31.7% | +54.1% | -85.8% | -36.1% |
| YTD | +45.9% | +17.0% | +28.9% | +48.9% |
| 1Y | +47.0% | +25.5% | +21.5% | +44.4% |
| 3Y | +224.1% | -23.3% | +247.4% | +297.3% |
| 5Y | +238.5% | -22.6% | +261.1% | +317.7% |
| All | +238.5% | -21.2% | +259.7% | +317.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling