+826.3%
MTSI vs FDS
+310.7%
+515.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -0.5% | -17.8% | -18.2% |
| 7D | -24.6% | +6.4% | -31.0% | -26.4% |
| 30D | -45.7% | +25.2% | -70.9% | -50.5% |
| 3M | -27.7% | +22.9% | -50.7% | -34.8% |
| 6M | -37.3% | +56.5% | -93.8% | -51.7% |
| YTD | +11.1% | +19.0% | -7.8% | -4.2% |
| 1Y | +27.2% | +32.7% | -5.5% | +1.7% |
| 3Y | +153.7% | -20.4% | +174.1% | +165.3% |
| 5Y | +159.0% | -19.6% | +178.6% | +165.3% |
| 10Y | +405.6% | +148.5% | +257.1% | +168.5% |
| All | +826.3% | +310.7% | +515.5% | +319.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling