+517.6%
MTSI vs FTV
+79.5%
+438.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.4% | +4.2% |
| 7D | +1.4% | -4.5% | +5.9% | +4.8% |
| 30D | +2.1% | -7.1% | +9.1% | +7.6% |
| 3M | -29.7% | -7.2% | -22.6% | -26.5% |
| 6M | +12.5% | -1.5% | +14.0% | +12.3% |
| YTD | +57.0% | +3.5% | +53.5% | +47.4% |
| 1Y | +103.9% | +20.3% | +83.6% | +69.4% |
| 3Y | +223.6% | -3.1% | +226.7% | +216.0% |
| 5Y | +321.6% | +2.3% | +319.2% | +292.3% |
| All | +517.6% | +79.5% | +438.1% | +302.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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