+451.3%
MTSI vs FTI
+184.4%
+266.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +3.1% | +7.7% | +9.8% |
| 7D | -10.0% | -7.6% | -2.4% | -7.2% |
| 30D | -37.2% | -7.1% | -30.1% | -35.3% |
| 3M | -30.1% | -8.7% | -21.4% | -27.5% |
| 6M | -31.9% | -14.0% | -17.9% | -28.4% |
| YTD | +23.2% | +42.8% | -19.7% | +9.5% |
| 1Y | +26.4% | +50.4% | -24.0% | +10.3% |
| 3Y | +186.2% | +194.1% | -8.0% | +97.5% |
| 5Y | +187.0% | +775.2% | -588.2% | +32.4% |
| All | +451.3% | +184.4% | +266.9% | +237.9% |
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