+397.4%
MTSI vs FN
+663.9%
-266.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -14.2% | -4.1% | -10.3% |
| 7D | -24.6% | -16.0% | -8.6% | -16.6% |
| 30D | -45.7% | -40.1% | -5.6% | -27.4% |
| 3M | -27.7% | -43.9% | +16.1% | 0.0% |
| 6M | -37.3% | -55.6% | +18.3% | -3.8% |
| YTD | +11.1% | -35.7% | +46.8% | +34.6% |
| 1Y | +27.2% | -39.8% | +67.0% | +57.7% |
| 3Y | +153.7% | +80.3% | +73.4% | +47.9% |
| 5Y | +159.0% | +143.3% | +15.7% | +16.4% |
| All | +397.4% | +663.9% | -266.6% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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