+320.4%
MTSI vs FTI
+1,129.5%
-809.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +1.4% | +5.3% | -3.9% | -0.4% |
| 30D | +2.1% | +15.3% | -13.2% | -2.6% |
| 3M | -29.7% | +15.8% | -45.5% | -33.2% |
| 6M | +12.5% | +22.6% | -10.0% | +4.5% |
| YTD | +57.0% | +79.5% | -22.5% | +28.6% |
| 1Y | +103.9% | +102.0% | +1.9% | +60.2% |
| 3Y | +223.6% | +315.8% | -92.3% | +101.8% |
| All | +320.4% | +1,129.5% | -809.1% | +82.5% |
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 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