+926.7%
MTSI vs FLR
-14.5%
+941.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +3.3% | +7.5% | +9.8% |
| 7D | -10.0% | -0.8% | -9.2% | -9.4% |
| 30D | -37.2% | -9.1% | -28.1% | -34.9% |
| 3M | -30.1% | -4.7% | -25.4% | -28.8% |
| 6M | -31.9% | -14.2% | -17.7% | -28.7% |
| YTD | +23.2% | +17.3% | +5.9% | +17.8% |
| 1Y | +26.4% | +4.3% | +22.1% | +25.0% |
| 3Y | +186.2% | +30.7% | +155.4% | +158.8% |
| 5Y | +187.0% | +101.3% | +85.7% | +126.9% |
| 10Y | +460.4% | +12.4% | +448.0% | +392.8% |
| All | +926.7% | -14.5% | +941.1% | +954.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling