+210.1%
MTSI vs FFIV
+42.4%
+167.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.2% | +6.8% | +7.6% |
| 7D | +3.5% | -2.1% | +5.6% | +5.7% |
| 30D | -30.3% | -33.8% | +3.5% | -11.4% |
| 3M | -26.0% | -20.6% | -5.4% | -16.7% |
| 6M | -36.1% | -10.2% | -25.8% | -33.5% |
| YTD | +34.3% | +24.5% | +9.8% | +10.3% |
| 1Y | +35.3% | +29.3% | +6.0% | +7.9% |
| 3Y | +217.6% | +103.8% | +113.8% | +78.1% |
| 5Y | +210.1% | +40.9% | +169.2% | +115.5% |
| All | +210.1% | +42.4% | +167.7% | +115.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling