+340.3%
MTSI vs FND
-61.9%
+402.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.6% | +6.8% | +3.8% |
| 7D | +4.9% | +0.4% | +4.5% | +4.6% |
| 30D | -11.6% | -23.6% | +12.0% | -3.2% |
| 3M | -24.1% | +4.3% | -28.4% | -26.8% |
| 6M | +32.4% | -20.3% | +52.7% | +39.8% |
| YTD | +60.4% | -21.3% | +81.7% | +68.7% |
| 1Y | +111.0% | -45.4% | +156.4% | +154.2% |
| 3Y | +246.1% | -48.9% | +295.0% | +301.0% |
| 5Y | +340.3% | -61.0% | +401.3% | +459.5% |
| All | +340.3% | -61.9% | +402.2% | +459.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling