-31.9%
MTSI vs FLR
-12.3%
-19.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +3.3% | +7.5% | +8.7% |
| 7D | -10.0% | -0.8% | -9.2% | -8.8% |
| 30D | -37.2% | -9.1% | -28.1% | -33.3% |
| 3M | -30.1% | -4.7% | -25.4% | -27.9% |
| 6M | -31.9% | -14.2% | -17.7% | -28.7% |
| All | -31.9% | -12.3% | -19.6% | -28.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling