+320.4%
MTSI vs FDS
-17.4%
+337.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.5% | +7.0% | +3.7% |
| 7D | +1.4% | -1.9% | +3.3% | +1.5% |
| 30D | +2.1% | +9.0% | -6.9% | +1.3% |
| 3M | -29.7% | +18.9% | -48.6% | -31.1% |
| 6M | +12.5% | +35.1% | -22.6% | +5.4% |
| YTD | +57.0% | +5.5% | +51.5% | +60.0% |
| 1Y | +103.9% | -16.8% | +120.7% | +130.9% |
| 3Y | +223.6% | -28.1% | +251.6% | +284.7% |
| All | +320.4% | -17.4% | +337.8% | +447.8% |
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