+28.9%
MTSI vs FTI
+48.6%
-19.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.7% | +8.3% | +8.6% |
| 7D | +3.5% | -4.3% | +7.8% | +6.2% |
| 30D | -30.3% | -8.0% | -22.3% | -26.9% |
| 3M | -26.0% | -8.0% | -18.0% | -21.6% |
| 6M | -36.1% | -8.7% | -27.4% | -32.6% |
| YTD | +34.3% | +43.9% | -9.6% | +19.8% |
| All | +28.9% | +48.6% | -19.6% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling