+106.9%
MTSI vs FLNC
+41.0%
+65.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -4.2% |
| 3M | -23.1% | -55.2% | +32.1% | -12.3% |
| 6M | +23.5% | -42.6% | +66.1% | +31.4% |
| YTD | +59.1% | -51.0% | +110.1% | +66.2% |
| 1Y | +106.9% | +43.3% | +63.5% | +88.9% |
| All | +106.9% | +41.0% | +65.8% | +88.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling