+477.8%
MTSI vs FIVE
+562.8%
-85.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -3.8% | +7.3% | -11.2% | -6.0% |
| 30D | -31.4% | +18.1% | -49.4% | -35.3% |
| 3M | -23.8% | +7.7% | -31.5% | -26.4% |
| 6M | -37.1% | +13.6% | -50.7% | -40.9% |
| YTD | +32.2% | +34.6% | -2.4% | +16.0% |
| 1Y | +26.9% | +66.2% | -39.3% | +2.9% |
| 3Y | +193.7% | +43.5% | +150.3% | +129.3% |
| 5Y | +218.0% | +20.7% | +197.4% | +153.6% |
| 10Y | +477.8% | +541.5% | -63.7% | +171.0% |
| All | +477.8% | +562.8% | -85.0% | +171.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling