+323.7%
MTSI vs FND
+69.4%
+254.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.4% | +11.3% | +11.0% |
| 7D | -10.0% | +7.7% | -17.7% | -12.7% |
| 30D | -37.2% | +11.9% | -49.0% | -40.5% |
| 3M | -30.1% | -14.6% | -15.5% | -26.8% |
| 6M | -31.9% | +0.5% | -32.4% | -34.5% |
| YTD | +23.2% | -15.8% | +39.0% | +25.2% |
| 1Y | +26.4% | -12.9% | +39.3% | +26.2% |
| 3Y | +186.2% | -34.2% | +220.3% | +200.1% |
| 5Y | +187.0% | -61.6% | +248.6% | +257.7% |
| All | +323.7% | +69.4% | +254.2% | +222.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling