+451.3%
MTSI vs FE
+105.3%
+346.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.4% | +12.3% | +11.2% |
| 7D | -10.0% | -1.0% | -9.0% | -9.8% |
| 30D | -37.2% | +4.1% | -41.3% | -38.1% |
| 3M | -30.1% | -1.0% | -29.0% | -30.0% |
| 6M | -31.9% | +4.0% | -35.9% | -33.2% |
| YTD | +23.2% | +6.8% | +16.4% | +19.5% |
| 1Y | +26.4% | +5.3% | +21.1% | +23.1% |
| 3Y | +186.2% | +44.6% | +141.6% | +144.4% |
| 5Y | +187.0% | +44.2% | +142.8% | +141.4% |
| All | +451.3% | +105.3% | +346.0% | +368.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling