+291.3%
MTSI vs FLNC
-71.1%
+362.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.2% | -0.5% | -4.0% |
| 7D | +4.8% | -5.0% | +9.8% | +5.6% |
| 30D | -9.2% | -26.1% | +16.9% | -4.3% |
| 3M | -23.1% | -55.2% | +32.1% | -12.0% |
| 6M | +23.5% | -42.6% | +66.1% | +30.6% |
| YTD | +59.1% | -51.0% | +110.1% | +67.8% |
| 1Y | +106.9% | +43.3% | +63.5% | +75.6% |
| 3Y | +243.2% | -63.4% | +306.6% | +223.0% |
| All | +291.3% | -71.1% | +362.3% | +258.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 10y: compounded portfolio wealth divided by compounded FLNC 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…
10y analysis · Full analysis span regression · 6 months rolling