+440.1%
MTSI vs FND
+66.0%
+374.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.7% | +2.8% |
| 7D | +1.4% | -5.2% | +6.6% | +3.4% |
| 30D | +2.1% | -19.9% | +22.0% | +10.7% |
| 3M | -29.7% | +2.7% | -32.5% | -31.8% |
| 6M | +12.5% | -21.7% | +34.2% | +20.6% |
| YTD | +57.0% | -17.5% | +74.5% | +62.9% |
| 1Y | +103.9% | -39.3% | +143.2% | +137.6% |
| 3Y | +223.6% | -49.8% | +273.3% | +284.9% |
| 5Y | +321.6% | -60.1% | +381.6% | +422.0% |
| All | +440.1% | +66.0% | +374.0% | +319.5% |
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 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