+512.7%
MTSI vs FTI
+180.1%
+332.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.3% | +9.0% | +9.9% |
| 7D | +7.2% | +1.4% | +5.8% | +7.1% |
| 30D | -18.4% | -6.3% | -12.2% | -16.1% |
| 3M | -16.7% | -13.1% | -3.6% | -12.0% |
| 6M | -31.7% | -8.0% | -23.7% | -29.6% |
| YTD | +45.9% | +47.1% | -1.2% | +28.4% |
| 1Y | +47.0% | +50.7% | -3.7% | +28.2% |
| 3Y | +224.1% | +209.0% | +15.1% | +120.0% |
| 5Y | +238.5% | +847.0% | -608.5% | +51.9% |
| 10Y | +512.7% | +184.3% | +328.4% | +267.5% |
| All | +512.7% | +180.1% | +332.6% | +267.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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