+253.0%
MTSI vs FLNC
-85.9%
+338.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.8% | +5.2% | -0.4% |
| 7D | +29.1% | -7.1% | +36.2% | +30.9% |
| 30D | -20.4% | -30.2% | +9.8% | -14.7% |
| 3M | -20.9% | -64.1% | +43.2% | -5.2% |
| 6M | -32.3% | -77.7% | +45.5% | -13.8% |
| YTD | +43.5% | -76.1% | +119.5% | +72.1% |
| 1Y | +43.8% | -75.4% | +119.2% | +70.3% |
| 3Y | +218.8% | -72.4% | +291.1% | +213.5% |
| 5Y | +228.3% | -87.4% | +315.7% | +249.0% |
| All | +253.0% | -85.9% | +338.8% | +267.8% |
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