+468.8%
MTSI vs FFIV
+118.6%
+350.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.7% | -2.9% | -3.8% |
| 7D | +10.0% | -0.5% | +10.5% | +10.7% |
| 30D | -20.3% | -32.4% | +12.0% | +1.9% |
| 3M | -24.4% | -25.7% | +1.3% | -9.6% |
| 6M | -39.2% | -13.5% | -25.7% | -34.7% |
| YTD | +35.5% | +21.1% | +14.4% | +12.6% |
| 1Y | +43.0% | +29.4% | +13.6% | +13.1% |
| 3Y | +196.3% | +94.9% | +101.4% | +69.1% |
| 5Y | +210.0% | +34.7% | +175.3% | +127.3% |
| All | +468.8% | +118.6% | +350.2% | +168.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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