+280.6%
MTSI vs FRSH
-70.7%
+351.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.9% | -6.5% | -2.8% |
| 7D | +29.1% | -0.2% | +29.3% | +29.0% |
| 30D | -20.4% | -8.8% | -11.6% | -18.9% |
| 3M | -20.9% | +8.8% | -29.7% | -23.5% |
| 6M | -32.3% | +49.1% | -81.3% | -41.0% |
| YTD | +43.5% | +3.4% | +40.1% | +36.1% |
| 1Y | +43.8% | +8.8% | +35.0% | +34.0% |
| 3Y | +218.8% | -27.4% | +246.1% | +225.0% |
| 5Y | +228.3% | -66.4% | +294.7% | +236.8% |
| All | +280.6% | -70.7% | +351.3% | +293.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 10y: compounded portfolio wealth divided by compounded FRSH 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…
10y analysis · Full analysis span regression · 6 months rolling