+228.3%
MTSI vs FND
-62.4%
+290.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.7% | -0.2% |
| 7D | +29.1% | -5.1% | +34.2% | +31.4% |
| 30D | -20.4% | +9.2% | -29.6% | -23.3% |
| 3M | -20.9% | -17.7% | -3.2% | -16.4% |
| 6M | -32.3% | +2.5% | -34.7% | -35.0% |
| YTD | +43.5% | -19.8% | +63.3% | +48.5% |
| 1Y | +43.8% | -22.7% | +66.5% | +50.6% |
| 3Y | +218.8% | -38.3% | +257.1% | +238.6% |
| 5Y | +228.3% | -63.0% | +291.3% | +331.0% |
| All | +228.3% | -62.4% | +290.8% | +331.0% |
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