+61.0%
MTSI vs FIGR
-36.9%
+97.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +8.7% | +2.1% | +9.5% |
| 7D | -10.0% | +5.3% | -15.3% | -10.4% |
| 30D | -37.2% | -17.9% | -19.3% | -35.6% |
| 3M | -30.1% | -20.5% | -9.5% | -28.5% |
| 6M | -31.9% | -40.2% | +8.3% | -28.6% |
| YTD | +23.2% | -44.4% | +67.5% | +24.5% |
| 1Y | +26.4% | -36.3% | +62.7% | +25.2% |
| All | +61.0% | -36.9% | +97.8% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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