+320.4%
MTSI vs FN
+289.0%
+31.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.3% | +1.9% |
| 7D | +1.4% | -1.7% | +3.1% | +2.2% |
| 30D | +2.1% | -22.0% | +24.1% | +14.9% |
| 3M | -29.7% | -43.0% | +13.3% | -9.1% |
| 6M | +12.5% | -27.7% | +40.3% | +27.5% |
| YTD | +57.0% | -10.5% | +67.5% | +58.8% |
| 1Y | +103.9% | +12.5% | +91.4% | +82.7% |
| 3Y | +223.6% | +153.8% | +69.8% | +81.1% |
| All | +320.4% | +289.0% | +31.3% | +77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling