+196.3%
MTSI vs FTV
+39.2%
+157.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | +10.0% | +3.9% | +6.1% | +7.6% |
| 30D | -20.3% | +18.7% | -39.0% | -27.6% |
| 3M | -24.4% | +10.0% | -34.4% | -28.3% |
| 6M | -39.2% | +14.6% | -53.7% | -44.0% |
| YTD | +35.5% | +23.4% | +12.1% | +15.8% |
| 1Y | +43.0% | +31.3% | +11.7% | +15.7% |
| 3Y | +196.3% | +39.8% | +156.5% | +122.2% |
| All | +196.3% | +39.2% | +157.1% | +122.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling