+218.0%
MTSI vs FE
+48.8%
+169.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.2% | +7.3% |
| 7D | -3.8% | -0.5% | -3.3% | -3.8% |
| 30D | -31.4% | +4.3% | -35.7% | -31.6% |
| 3M | -23.8% | +0.4% | -24.1% | -23.8% |
| 6M | -37.1% | +6.9% | -44.0% | -37.6% |
| YTD | +32.2% | +8.0% | +24.2% | +30.6% |
| 1Y | +26.9% | +4.8% | +22.1% | +25.9% |
| 3Y | +193.7% | +49.0% | +144.8% | +166.5% |
| 5Y | +218.0% | +46.2% | +171.8% | +174.0% |
| All | +218.0% | +48.8% | +169.2% | +174.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling