+517.6%
MTSI vs FLR
+18.9%
+498.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +4.1% |
| 7D | +1.4% | +5.4% | -4.0% | -0.1% |
| 30D | +2.1% | +11.4% | -9.3% | -1.3% |
| 3M | -29.7% | +11.4% | -41.1% | -31.7% |
| 6M | +12.5% | +16.6% | -4.1% | +7.5% |
| YTD | +57.0% | +41.7% | +15.3% | +42.2% |
| 1Y | +103.9% | +35.4% | +68.5% | +86.2% |
| 3Y | +223.6% | +57.3% | +166.3% | +179.0% |
| 5Y | +321.6% | +241.0% | +80.6% | +199.5% |
| All | +517.6% | +18.9% | +498.7% | +430.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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