+117.1%
MTSI vs FRMI
-77.3%
+194.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +11.5% | -9.3% | +0.7% |
| 7D | +4.9% | +23.3% | -18.4% | +2.0% |
| 30D | -11.6% | -7.6% | -4.0% | -11.1% |
| 3M | -24.1% | +0.2% | -24.2% | -24.6% |
| 6M | +32.4% | -28.7% | +61.1% | +35.0% |
| YTD | +60.4% | -28.6% | +89.1% | +63.1% |
| All | +117.1% | -77.3% | +194.4% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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