-20.1%
MTSI vs FIVE
+9.5%
-29.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.7% | -7.7% | -0.6% |
| 7D | -10.7% | +7.5% | -18.1% | -10.2% |
| 30D | -29.0% | +16.7% | -45.7% | -28.3% |
| 3M | -14.7% | +13.4% | -28.1% | -14.3% |
| 6M | -20.1% | +9.0% | -29.1% | -20.5% |
| All | -20.1% | +9.5% | -29.5% | -20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling