+1,034.5%
MTSI vs FN
+1,741.7%
-707.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.0% | +1.9% |
| 7D | -10.7% | -7.0% | -3.7% | -7.8% |
| 30D | -29.0% | -24.7% | -4.3% | -18.6% |
| 3M | -14.7% | -35.7% | +21.0% | +5.4% |
| 6M | -20.1% | -52.4% | +32.3% | +11.3% |
| YTD | +36.1% | -25.0% | +61.1% | +50.2% |
| 1Y | +61.7% | -25.7% | +87.4% | +77.4% |
| 3Y | +210.7% | +110.2% | +100.5% | +92.0% |
| 5Y | +212.8% | +192.3% | +20.5% | +58.0% |
| 10Y | +519.2% | +812.3% | -293.1% | +92.2% |
| All | +1,034.5% | +1,741.7% | -707.3% | +184.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling