+1,034.5%
MTSI vs FE
+98.1%
+936.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -10.7% | +1.7% | -12.3% | -11.1% |
| 30D | -29.0% | +8.1% | -37.1% | -30.7% |
| 3M | -14.7% | -1.3% | -13.4% | -14.6% |
| 6M | -20.1% | +2.9% | -23.0% | -21.3% |
| YTD | +36.1% | +8.6% | +27.6% | +31.8% |
| 1Y | +61.7% | +6.3% | +55.4% | +57.5% |
| 3Y | +210.7% | +45.1% | +165.5% | +169.0% |
| 5Y | +212.8% | +47.1% | +165.7% | +166.1% |
| 10Y | +519.2% | +110.6% | +408.6% | +385.0% |
| All | +1,034.5% | +98.1% | +936.3% | +766.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling