+183.6%
MTSI vs FFIV
+39.5%
+144.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.3% | +11.1% | +11.0% |
| 7D | -10.0% | -8.1% | -1.9% | -4.5% |
| 30D | -37.2% | -33.4% | -3.8% | -20.5% |
| 3M | -30.1% | -24.7% | -5.3% | -18.6% |
| 6M | -31.9% | -8.8% | -23.1% | -29.9% |
| YTD | +23.2% | +21.8% | +1.4% | +2.5% |
| 1Y | +26.4% | +25.3% | +1.1% | +2.8% |
| 3Y | +186.2% | +101.2% | +85.0% | +61.6% |
| All | +183.6% | +39.5% | +144.1% | +97.7% |
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 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