+103.9%
MTSI vs FGI
+81.8%
+22.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.5% | -4.1% | +3.4% |
| 7D | +1.4% | +0.5% | +0.8% | +1.4% |
| 30D | +2.1% | +65.4% | -63.3% | +0.5% |
| 3M | -29.7% | +23.5% | -53.2% | -30.5% |
| 6M | +12.5% | +60.5% | -48.0% | +9.8% |
| YTD | +57.0% | +30.0% | +27.0% | +53.6% |
| 1Y | +103.9% | +82.1% | +21.9% | +99.6% |
| All | +103.9% | +81.8% | +22.1% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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