+424.2%
MTSI vs FE
+107.2%
+317.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.4% | +11.3% | +11.0% |
| 7D | -10.0% | 0.0% | -10.0% | -10.0% |
| 30D | -37.2% | +5.2% | -42.4% | -38.3% |
| 3M | -30.1% | 0.0% | -30.0% | -30.2% |
| 6M | -31.9% | +5.0% | -36.9% | -33.4% |
| YTD | +23.2% | +7.9% | +15.3% | +19.2% |
| 1Y | +26.4% | +6.3% | +20.1% | +22.8% |
| 3Y | +186.2% | +46.0% | +140.1% | +143.3% |
| 5Y | +187.0% | +45.6% | +141.4% | +140.3% |
| All | +424.2% | +107.2% | +317.0% | +340.8% |
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