+26.4%
MTSI vs FIVE
+55.9%
-29.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.4% | +11.2% | +10.9% |
| 7D | -10.0% | -0.3% | -9.7% | -9.6% |
| 30D | -37.2% | +17.7% | -54.8% | -38.9% |
| 3M | -30.1% | +4.0% | -34.0% | -30.8% |
| 6M | -31.9% | +2.6% | -34.5% | -32.3% |
| YTD | +23.2% | +27.6% | -4.4% | +9.2% |
| 1Y | +26.4% | +59.9% | -33.5% | +0.3% |
| All | +26.4% | +55.9% | -29.5% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling