+158.2%
MTSI vs FE
+44.7%
+113.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -0.2% | -18.2% | -18.4% |
| 7D | -24.6% | +0.6% | -25.2% | -24.5% |
| 30D | -45.7% | +6.4% | -52.1% | -45.0% |
| 3M | -27.7% | -0.5% | -27.3% | -27.6% |
| 6M | -37.3% | +4.7% | -42.0% | -36.6% |
| YTD | +11.1% | +8.4% | +2.8% | +12.8% |
| 1Y | +27.2% | +7.2% | +19.9% | +29.1% |
| All | +158.2% | +44.7% | +113.4% | +160.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling