+26.9%
MTSI vs FND
-13.4%
+40.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.1% |
| 7D | -3.8% | +6.8% | -10.7% | -4.1% |
| 30D | -31.4% | +13.1% | -44.4% | -32.0% |
| 3M | -23.8% | -13.1% | -10.7% | -21.5% |
| 6M | -37.1% | -0.6% | -36.5% | -37.3% |
| YTD | +32.2% | -15.5% | +47.7% | +34.5% |
| 1Y | +26.9% | -13.7% | +40.6% | +29.4% |
| All | +26.9% | -13.4% | +40.4% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling