+451.3%
MTSI vs FTV
+109.5%
+341.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.1% | +10.9% | +10.9% |
| 7D | -10.0% | +0.2% | -10.2% | -9.8% |
| 30D | -37.2% | +15.7% | -52.8% | -43.5% |
| 3M | -30.1% | +7.5% | -37.6% | -33.8% |
| 6M | -31.9% | +8.5% | -40.4% | -36.5% |
| YTD | +23.2% | +18.8% | +4.4% | +4.4% |
| 1Y | +26.4% | +28.5% | -2.1% | +0.3% |
| 3Y | +186.2% | +34.0% | +152.2% | +118.5% |
| 5Y | +187.0% | +12.6% | +174.4% | +148.9% |
| All | +451.3% | +109.5% | +341.8% | +208.2% |
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