+310.9%
MTSI vs FLNC
-69.8%
+380.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -8.3% | +12.5% | +5.6% |
| 7D | +11.1% | -4.2% | +15.3% | +11.7% |
| 30D | -3.7% | -20.0% | +16.3% | 0.0% |
| 3M | -20.2% | -56.9% | +36.6% | -8.3% |
| 6M | +30.8% | -35.5% | +66.4% | +35.6% |
| YTD | +67.0% | -48.8% | +115.9% | +74.9% |
| 1Y | +120.4% | +49.3% | +71.2% | +85.7% |
| 3Y | +260.4% | -61.8% | +322.2% | +236.6% |
| All | +310.9% | -69.8% | +380.7% | +273.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling