+1,208.8%
MTSI vs FFIV
+195.8%
+1,012.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +1.4% | -1.0% | +2.3% | +1.9% |
| 30D | +2.1% | -5.1% | +7.2% | +5.0% |
| 3M | -29.7% | -4.5% | -25.3% | -27.8% |
| 6M | +12.5% | +36.5% | -23.9% | -6.9% |
| YTD | +57.0% | +53.0% | +4.1% | +20.0% |
| 1Y | +103.9% | +24.2% | +79.7% | +74.1% |
| 3Y | +223.6% | +137.2% | +86.4% | +87.7% |
| 5Y | +321.6% | +91.8% | +229.8% | +173.1% |
| 10Y | +517.7% | +215.2% | +302.5% | +205.0% |
| All | +1,208.8% | +195.8% | +1,012.9% | +518.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling