+26.9%
MTSI vs FN
-24.2%
+51.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.2% | +1.3% |
| 7D | -3.8% | -4.1% | +0.3% | -1.1% |
| 30D | -31.4% | -28.3% | -3.1% | -17.2% |
| 3M | -23.8% | -33.9% | +10.1% | -4.6% |
| 6M | -37.1% | -43.9% | +6.8% | -15.8% |
| YTD | +32.2% | -23.4% | +55.7% | +46.0% |
| 1Y | +26.9% | -25.4% | +52.3% | +41.2% |
| All | +26.9% | -24.2% | +51.2% | +41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling