+1,460.0%
MTSI vs FIVE
+868.1%
+591.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.1% | -1.6% | +1.8% |
| 7D | +1.4% | +4.3% | -2.9% | 0.0% |
| 30D | +2.1% | +12.5% | -10.4% | -1.9% |
| 3M | -29.7% | +31.2% | -61.0% | -35.8% |
| 6M | +12.5% | +14.4% | -1.8% | +6.2% |
| YTD | +57.0% | +33.9% | +23.1% | +40.9% |
| 1Y | +103.9% | +65.1% | +38.9% | +70.6% |
| 3Y | +223.6% | +49.0% | +174.6% | +157.8% |
| 5Y | +321.6% | +30.3% | +291.3% | +238.5% |
| 10Y | +517.7% | +481.1% | +36.6% | +227.5% |
| All | +1,460.0% | +868.1% | +591.9% | +726.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling