+47.0%
MTSI vs FFIV
+32.9%
+14.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.9% | +9.5% | +9.9% |
| 7D | +7.2% | -2.9% | +10.1% | +9.2% |
| 30D | -18.4% | -32.4% | +14.0% | -5.6% |
| 3M | -16.7% | -22.7% | +6.0% | -9.5% |
| 6M | -31.7% | -10.7% | -21.0% | -28.2% |
| YTD | +45.9% | +25.4% | +20.5% | +39.6% |
| 1Y | +47.0% | +34.2% | +12.8% | +38.2% |
| All | +47.0% | +32.9% | +14.1% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling