+502.4%
MTSI vs FE
+123.7%
+378.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | +29.1% | -0.3% | +29.4% | +29.2% |
| 30D | -20.4% | +3.9% | -24.3% | -21.5% |
| 3M | -20.9% | -0.1% | -20.8% | -21.1% |
| 6M | -32.3% | +6.1% | -38.3% | -33.9% |
| YTD | +43.5% | +8.1% | +35.4% | +38.8% |
| 1Y | +43.8% | +4.4% | +39.4% | +40.6% |
| 3Y | +218.8% | +49.0% | +169.7% | +169.0% |
| 5Y | +228.3% | +46.1% | +182.2% | +174.8% |
| All | +502.4% | +123.7% | +378.6% | +400.6% |
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