+354.8%
MTSI vs FND
+70.0%
+284.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -0.2% |
| 7D | -3.8% | +6.8% | -10.7% | -6.2% |
| 30D | -31.4% | +13.1% | -44.4% | -35.2% |
| 3M | -23.8% | -13.1% | -10.7% | -20.7% |
| 6M | -37.1% | -0.6% | -36.5% | -39.2% |
| YTD | +32.2% | -15.5% | +47.7% | +34.3% |
| 1Y | +26.9% | -13.7% | +40.6% | +27.3% |
| 3Y | +193.7% | -35.0% | +228.7% | +210.1% |
| 5Y | +218.0% | -60.1% | +278.1% | +290.1% |
| All | +354.8% | +70.0% | +284.7% | +245.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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