+183.6%
MTSI vs FTI
+776.4%
-592.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +3.1% | +7.7% | +9.7% |
| 7D | -10.0% | -7.6% | -2.4% | -7.1% |
| 30D | -37.2% | -7.1% | -30.1% | -35.1% |
| 3M | -30.1% | -8.7% | -21.4% | -27.3% |
| 6M | -31.9% | -14.0% | -17.9% | -28.2% |
| YTD | +23.2% | +42.8% | -19.7% | +9.3% |
| 1Y | +26.4% | +50.4% | -24.0% | +10.1% |
| 3Y | +186.2% | +194.1% | -8.0% | +98.5% |
| All | +183.6% | +776.4% | -592.8% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling