+471.4%
MTSI vs FTI
+185.2%
+286.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.7% | +8.3% | +8.8% |
| 7D | +3.5% | -4.3% | +7.8% | +5.5% |
| 30D | -30.3% | -8.0% | -22.3% | -27.9% |
| 3M | -26.0% | -8.0% | -18.0% | -23.5% |
| 6M | -36.1% | -8.7% | -27.4% | -34.0% |
| YTD | +34.3% | +43.9% | -9.6% | +19.1% |
| 1Y | +35.3% | +49.8% | -14.5% | +18.3% |
| 3Y | +217.6% | +211.7% | +5.9% | +115.5% |
| 5Y | +210.1% | +781.6% | -571.5% | +42.8% |
| 10Y | +471.4% | +180.2% | +291.3% | +247.5% |
| All | +471.4% | +185.2% | +286.2% | +247.5% |
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