+231.9%
MTSI vs FGI
-4.4%
+236.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +0.7% |
| 3M | -29.7% | +23.5% | -53.2% | -30.4% |
| 6M | +12.5% | +60.5% | -48.0% | +10.3% |
| YTD | +57.0% | +30.0% | +27.0% | +54.2% |
| 1Y | +103.9% | +82.1% | +21.9% | +100.1% |
| All | +231.9% | -4.4% | +236.3% | +229.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling