+233.3%
MTSI vs FLNC
-86.0%
+319.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -5.4% |
| 7D | +10.0% | -11.2% | +21.2% | +12.5% |
| 30D | -20.3% | -24.6% | +4.3% | -15.8% |
| 3M | -24.4% | -64.6% | +40.2% | -9.2% |
| 6M | -39.2% | -78.8% | +39.6% | -21.9% |
| YTD | +35.5% | -76.3% | +111.8% | +62.9% |
| 1Y | +43.0% | -71.2% | +114.2% | +65.2% |
| 3Y | +196.3% | -71.9% | +268.2% | +190.3% |
| 5Y | +210.0% | -87.5% | +297.6% | +230.3% |
| All | +233.3% | -86.0% | +319.3% | +248.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling