+231.9%
MTSI vs FLR
+58.4%
+173.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +4.5% |
| 7D | +1.4% | +5.4% | -4.0% | -1.1% |
| 30D | +2.1% | +11.4% | -9.3% | -3.5% |
| 3M | -29.7% | +11.4% | -41.1% | -33.1% |
| 6M | +12.5% | +16.6% | -4.1% | +3.6% |
| YTD | +57.0% | +41.7% | +15.3% | +32.0% |
| 1Y | +103.9% | +35.4% | +68.5% | +73.4% |
| All | +231.9% | +58.4% | +173.5% | +140.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling