+158.2%
MTSI vs FIVE
+35.4%
+122.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -4.3% | -14.1% | -17.2% |
| 7D | -24.6% | -1.7% | -22.9% | -24.1% |
| 30D | -45.7% | +14.9% | -60.6% | -47.7% |
| 3M | -27.7% | +7.6% | -35.4% | -29.6% |
| 6M | -37.3% | +6.4% | -43.7% | -39.2% |
| YTD | +11.1% | +28.1% | -17.0% | +1.8% |
| 1Y | +27.2% | +54.7% | -27.5% | +10.1% |
| All | +158.2% | +35.4% | +122.8% | +80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling