+477.8%
MTSI vs FTI
+178.7%
+299.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.8% |
| 7D | -3.8% | -3.3% | -0.5% | -2.4% |
| 30D | -31.4% | -7.2% | -24.2% | -29.2% |
| 3M | -23.8% | -12.9% | -10.9% | -19.6% |
| 6M | -37.1% | -7.9% | -29.2% | -35.2% |
| YTD | +32.2% | +45.2% | -12.9% | +16.9% |
| 1Y | +26.9% | +48.1% | -21.1% | +11.3% |
| 3Y | +193.7% | +205.0% | -11.2% | +100.4% |
| 5Y | +218.0% | +838.8% | -620.8% | +43.3% |
| 10Y | +477.8% | +174.8% | +303.0% | +242.8% |
| All | +477.8% | +178.7% | +299.1% | +242.8% |
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