+210.1%
MTSI vs FIVE
+19.1%
+191.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.6% | +3.4% | +7.2% |
| 7D | +3.5% | +6.2% | -2.7% | +1.8% |
| 30D | -30.3% | +18.2% | -48.5% | -33.9% |
| 3M | -26.0% | +3.8% | -29.8% | -27.4% |
| 6M | -36.1% | +13.7% | -49.8% | -39.6% |
| YTD | +34.3% | +34.7% | -0.4% | +19.3% |
| 1Y | +35.3% | +66.6% | -31.4% | +11.7% |
| 3Y | +217.6% | +44.3% | +173.4% | +151.0% |
| 5Y | +210.1% | +18.8% | +191.3% | +149.5% |
| All | +210.1% | +19.1% | +191.0% | +149.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling