+512.7%
MTSI vs FIVE
+535.9%
-23.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.1% | +11.4% | +10.7% |
| 7D | +7.2% | -0.5% | +7.7% | +7.7% |
| 30D | -18.4% | +17.4% | -35.8% | -23.0% |
| 3M | -16.7% | +7.0% | -23.7% | -19.4% |
| 6M | -31.7% | +20.5% | -52.2% | -37.2% |
| YTD | +45.9% | +33.1% | +12.8% | +28.4% |
| 1Y | +47.0% | +67.1% | -20.1% | +18.9% |
| 3Y | +224.1% | +41.9% | +182.2% | +153.9% |
| 5Y | +238.5% | +21.1% | +217.5% | +169.4% |
| 10Y | +512.7% | +518.8% | -6.1% | +190.3% |
| All | +512.7% | +535.9% | -23.2% | +190.3% |
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