+316.5%
MTSI vs FRSH
-70.6%
+387.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.7% | +8.2% | +4.6% |
| 7D | +1.4% | -8.2% | +9.5% | +3.4% |
| 30D | +2.1% | +10.5% | -8.4% | -0.9% |
| 3M | -29.7% | +32.7% | -62.5% | -35.7% |
| 6M | +12.5% | +50.3% | -37.8% | -2.1% |
| YTD | +57.0% | +3.9% | +53.1% | +49.8% |
| 1Y | +103.9% | -2.2% | +106.1% | +97.4% |
| 3Y | +223.6% | -42.9% | +266.5% | +253.8% |
| All | +316.5% | -70.6% | +387.1% | +332.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling